UniCredit Call 280 DAP 18.12.2024
/ DE000HD03PW0
UniCredit Call 280 DAP 18.12.2024/ DE000HD03PW0 /
| 9/11/2024 4:53:32 PM |
Chg.-0.21 |
Bid6:50:07 PM |
Ask6:50:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-16.80% |
1.11
Bid Size: 12,000 |
1.13
Ask Size: 12,000 |
DANAHER CORP. D... |
280.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD03PW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
-3.07 |
| Time value: |
1.30 |
| Break-even: |
293.00 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.37 |
| Theta: |
-0.12 |
| Omega: |
7.05 |
| Rho: |
0.21 |
Quote data
| Open: |
1.18 |
| High: |
1.23 |
| Low: |
1.04 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.35% |
| 1 Month |
|
|
-17.46% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
-4.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
0.85 |
| 1M High / 1M Low: |
1.25 |
0.85 |
| 6M High / 6M Low: |
1.84 |
0.48 |
| High (YTD): |
8/1/2024 |
1.84 |
| Low (YTD): |
7/9/2024 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.58% |
| Volatility 6M: |
|
197.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
