UniCredit Call 230 DAP 17.12.2025
/ DE000HD654N6
UniCredit Call 230 DAP 17.12.2025/ DE000HD654N6 /
2024-09-12 8:42:47 AM |
Chg.-0.10 |
Bid10:48:27 AM |
Ask10:48:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.70EUR |
-1.72% |
5.79 Bid Size: 3,000 |
6.04 Ask Size: 3,000 |
DANAHER CORP. D... |
230.00 - |
2025-12-17 |
Call |
Master data
WKN: |
HD654N |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
2025-12-17 |
Issue date: |
2024-06-05 |
Last trading day: |
2025-12-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.75 |
Intrinsic value: |
1.70 |
Implied volatility: |
0.43 |
Historic volatility: |
0.21 |
Parity: |
1.70 |
Time value: |
4.21 |
Break-even: |
289.10 |
Moneyness: |
1.07 |
Premium: |
0.17 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.06 |
Spread %: |
1.03% |
Delta: |
0.68 |
Theta: |
-0.06 |
Omega: |
2.86 |
Rho: |
1.39 |
Quote data
Open: |
5.70 |
High: |
5.70 |
Low: |
5.70 |
Previous Close: |
5.80 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.74% |
1 Month |
|
|
+1.06% |
3 Months |
|
|
-4.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.98 |
5.34 |
1M High / 1M Low: |
5.98 |
5.21 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.68 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |