UniCredit Call 250 DAP 18.09.2024
/ DE000HD03PQ2
UniCredit Call 250 DAP 18.09.2024/ DE000HD03PQ2 /
| 7/11/2024 1:53:31 PM |
Chg.+0.010 |
Bid3:04:35 PM |
Ask3:04:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+1.35% |
0.750
Bid Size: 8,000 |
0.820
Ask Size: 8,000 |
DANAHER CORP. D... |
250.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD03PQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
-2.64 |
| Time value: |
0.80 |
| Break-even: |
258.00 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
0.32 |
| Theta: |
-0.12 |
| Omega: |
8.99 |
| Rho: |
0.12 |
Quote data
| Open: |
0.720 |
| High: |
0.750 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-63.59% |
| 3 Months |
|
|
-55.36% |
| YTD |
|
|
-53.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.690 |
| 1M High / 1M Low: |
2.200 |
0.690 |
| 6M High / 6M Low: |
2.490 |
0.690 |
| High (YTD): |
6/6/2024 |
2.490 |
| Low (YTD): |
7/9/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.747 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.79% |
| Volatility 6M: |
|
164.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
