UniCredit Call 340 DAP 15.01.2025
/ DE000HD68599
UniCredit Call 340 DAP 15.01.2025/ DE000HD68599 /
11/09/2024 20:26:46 |
Chg.- |
Bid08:00:07 |
Ask08:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
- |
0.080 Bid Size: 10,000 |
0.250 Ask Size: 10,000 |
DANAHER CORP. D... |
340.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HD6859 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 - |
Maturity: |
15/01/2025 |
Issue date: |
10/06/2024 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
131.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
-9.07 |
Time value: |
0.19 |
Break-even: |
341.90 |
Moneyness: |
0.73 |
Premium: |
0.37 |
Premium p.a.: |
1.50 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
0.09 |
Theta: |
-0.03 |
Omega: |
11.49 |
Rho: |
0.07 |
Quote data
Open: |
0.100 |
High: |
0.150 |
Low: |
0.100 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
-37.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.100 |
1M High / 1M Low: |
0.190 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.137 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |