UniCredit Call 270 DAP 18.09.2024
/ DE000HD543V4
UniCredit Call 270 DAP 18.09.2024/ DE000HD543V4 /
16/08/2024 09:27:49 |
Chg.-0.020 |
Bid09:36:00 |
Ask09:36:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-3.28% |
0.610 Bid Size: 6,000 |
0.720 Ask Size: 6,000 |
DANAHER CORP. D... |
270.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD543V |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 - |
Maturity: |
18/09/2024 |
Issue date: |
29/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.21 |
Parity: |
-2.45 |
Time value: |
0.66 |
Break-even: |
276.60 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
2.75 |
Spread abs.: |
0.02 |
Spread %: |
3.13% |
Delta: |
0.30 |
Theta: |
-0.20 |
Omega: |
11.15 |
Rho: |
0.06 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.38% |
1 Month |
|
|
+43.90% |
3 Months |
|
|
-50.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.610 |
1M High / 1M Low: |
1.560 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.668 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.817 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
565.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |