UC WAR. CALL 09/24 DAP/ DE000HD03PR0 /
| 2024-06-25 7:41:35 PM | Chg.-0.0800 | Bid8:14:07 PM | Ask8:14:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -17.39% | 0.3600 Bid Size: 15,000 |
0.3800 Ask Size: 15,000 |
DANAHER CORP. D... | 280.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD03PR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 52.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.21 |
| Parity: | -4.08 |
| Time value: | 0.46 |
| Break-even: | 284.60 |
| Moneyness: | 0.85 |
| Premium: | 0.19 |
| Premium p.a.: | 1.11 |
| Spread abs.: | 0.02 |
| Spread %: | 4.55% |
| Delta: | 0.21 |
| Theta: | -0.07 |
| Omega: | 11.17 |
| Rho: | 0.11 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4600 |
| Low: | 0.3800 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.00% | ||
|---|---|---|---|
| 1 Month | -47.95% | ||
| 3 Months | -45.71% | ||
| YTD | -50.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.3100 |
| 6M High / 6M Low: | 1.1500 | 0.3100 |
| High (YTD): | 2024-03-01 | 1.1500 |
| Low (YTD): | 2024-06-20 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5667 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7167 | |
| Avg. volume 6M: | 39.8720 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 343.65% | |
| Volatility 6M: | 228.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
