UniCredit Call 250 DAP 18.12.2024
/ DE000HD03PV2
UniCredit Call 250 DAP 18.12.2024/ DE000HD03PV2 /
| 2024-08-05 11:29:56 AM |
Chg.-0.94 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
-28.92% |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
250.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD03PV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.21 |
| Parity: |
0.36 |
| Time value: |
3.14 |
| Break-even: |
285.00 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.10 |
| Spread %: |
2.94% |
| Delta: |
0.60 |
| Theta: |
-0.13 |
| Omega: |
4.33 |
| Rho: |
0.43 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
3.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
+72.39% |
| 3 Months |
|
|
+13.24% |
| YTD |
|
|
+13.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.71 |
2.31 |
| 1M High / 1M Low: |
3.71 |
1.33 |
| 6M High / 6M Low: |
3.71 |
1.33 |
| High (YTD): |
2024-08-01 |
3.71 |
| Low (YTD): |
2024-07-09 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.48% |
| Volatility 6M: |
|
151.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
