UniCredit Call 240 DAP 18.09.2024
/ DE000HD4WGZ7
UniCredit Call 240 DAP 18.09.2024/ DE000HD4WGZ7 /
25/07/2024 13:07:46 |
Chg.-0.180 |
Bid21:57:37 |
Ask25/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.610EUR |
-6.45% |
- Bid Size: - |
- Ask Size: - |
DANAHER CORP. D... |
240.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD4WGZ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
18/09/2024 |
Issue date: |
22/04/2024 |
Last trading day: |
25/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.85 |
Historic volatility: |
0.21 |
Parity: |
0.55 |
Time value: |
2.25 |
Break-even: |
268.00 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
1.64 |
Spread abs.: |
-0.35 |
Spread %: |
-11.11% |
Delta: |
0.59 |
Theta: |
-0.38 |
Omega: |
5.18 |
Rho: |
0.11 |
Quote data
Open: |
2.670 |
High: |
2.750 |
Low: |
2.610 |
Previous Close: |
2.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+54.44% |
3 Months |
|
|
-13.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.790 |
1.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.985 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
459.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |