UniCredit Call 260 DAP 18.09.2024
/ DE000HD4FLU3
UniCredit Call 260 DAP 18.09.2024/ DE000HD4FLU3 /
| 8/6/2024 7:26:37 PM |
Chg.+0.20 |
Bid8:19:00 PM |
Ask8:19:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
+12.66% |
1.76
Bid Size: 8,000 |
1.78
Ask Size: 8,000 |
DANAHER CORP. D... |
260.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD4FLU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.21 |
| Parity: |
-1.41 |
| Time value: |
1.60 |
| Break-even: |
276.00 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.45 |
| Theta: |
-0.26 |
| Omega: |
6.91 |
| Rho: |
0.11 |
Quote data
| Open: |
1.71 |
| High: |
1.78 |
| Low: |
1.68 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.82% |
| 1 Month |
|
|
+304.55% |
| 3 Months |
|
|
+78.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.58 |
| 1M High / 1M Low: |
2.26 |
0.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
433.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
