UniCredit Call 250 DAP 15.01.2025
/ DE000HD03Q07
UniCredit Call 250 DAP 15.01.2025/ DE000HD03Q07 /
| 2024-08-05 11:29:56 AM |
Chg.-0.93 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
-27.19% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
250.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD03Q0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
0.36 |
| Time value: |
3.31 |
| Break-even: |
286.70 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
2.80% |
| Delta: |
0.60 |
| Theta: |
-0.11 |
| Omega: |
4.16 |
| Rho: |
0.52 |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
3.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.55% |
| 1 Month |
|
|
+61.69% |
| 3 Months |
|
|
+9.21% |
| YTD |
|
|
+15.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.86 |
3.30 |
| 1M High / 1M Low: |
3.86 |
1.48 |
| 6M High / 6M Low: |
3.86 |
1.48 |
| High (YTD): |
2024-08-01 |
3.86 |
| Low (YTD): |
2024-07-09 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.18% |
| Volatility 6M: |
|
134.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
