UniCredit Call 240 DAP 19.03.2025/  DE000HD4WH13  /

EUWAX
16/08/2024  09:27:28 Chg.+0.01 Bid11:30:24 Ask11:30:24 Underlying Strike price Expiration date Option type
3.96EUR +0.25% 3.97
Bid Size: 3,000
4.07
Ask Size: 3,000
DANAHER CORP. D... 240.00 - 19/03/2025 Call
 

Master data

WKN: HD4WH1
Issuer: UniCredit
Currency: EUR
Underlying: DANAHER CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 19/03/2025
Issue date: 22/04/2024
Last trading day: 18/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 0.55
Implied volatility: 0.47
Historic volatility: 0.21
Parity: 0.55
Time value: 3.46
Break-even: 280.10
Moneyness: 1.02
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 0.50%
Delta: 0.62
Theta: -0.09
Omega: 3.79
Rho: 0.66
 

Quote data

Open: 3.96
High: 3.96
Low: 3.96
Previous Close: 3.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month  
+34.69%
3 Months
  -3.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.05 3.86
1M High / 1M Low: 4.97 2.47
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.94
Avg. volume 1W:   0.00
Avg. price 1M:   3.88
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -