UC WAR. CALL 01/25 DAP/ DE000HD03PZ3 /
| 2024-06-17 5:41:51 PM | Chg.-0.0100 | Bid6:29:10 PM | Ask6:29:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3200EUR | -0.23% | 4.3400 Bid Size: 6,000 |
4.3500 Ask Size: 6,000 |
DANAHER CORP. D... | 220.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD03PZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.84 |
|---|---|
| Intrinsic value: | 1.81 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.21 |
| Parity: | 1.81 |
| Time value: | 2.56 |
| Break-even: | 263.70 |
| Moneyness: | 1.08 |
| Premium: | 0.11 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.01 |
| Spread %: | 0.23% |
| Delta: | 0.68 |
| Theta: | -0.08 |
| Omega: | 3.70 |
| Rho: | 0.68 |
Quote data
| Open: | 4.3300 |
|---|---|
| High: | 4.3300 |
| Low: | 4.3100 |
| Previous Close: | 4.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.92% | ||
|---|---|---|---|
| 1 Month | -16.92% | ||
| 3 Months | -3.14% | ||
| YTD | +19.34% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.2000 | 4.2800 |
|---|---|---|
| 1M High / 1M Low: | 5.4800 | 4.1800 |
| 6M High / 6M Low: | 5.4800 | 3.0100 |
| High (YTD): | 2024-05-22 | 5.4800 |
| Low (YTD): | 2024-01-17 | 3.0100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.7520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.9343 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.2306 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.18% | |
| Volatility 6M: | 92.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
