UC WAR. CALL 12/24 DAP/ DE000HD03PU4 /
| 6/25/2024 3:41:11 PM | Chg.-0.1200 | Bid4:16:01 PM | Ask4:16:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2600EUR | -2.74% | 4.3600 Bid Size: 6,000 |
4.3800 Ask Size: 6,000 |
DANAHER CORP. D... | 220.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD03PU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.79 |
|---|---|
| Intrinsic value: | 1.92 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.21 |
| Parity: | 1.92 |
| Time value: | 2.43 |
| Break-even: | 263.50 |
| Moneyness: | 1.09 |
| Premium: | 0.10 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.02 |
| Spread %: | 0.46% |
| Delta: | 0.68 |
| Theta: | -0.09 |
| Omega: | 3.74 |
| Rho: | 0.57 |
Quote data
| Open: | 4.3800 |
|---|---|
| High: | 4.3800 |
| Low: | 4.2600 |
| Previous Close: | 4.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.62% | ||
|---|---|---|---|
| 1 Month | -13.24% | ||
| 3 Months | +4.41% | ||
| YTD | +21.37% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.4200 | 3.7100 |
|---|---|---|
| 1M High / 1M Low: | 5.2800 | 3.7100 |
| 6M High / 6M Low: | 5.3300 | 2.9000 |
| High (YTD): | 5/22/2024 | 5.3300 |
| Low (YTD): | 1/17/2024 | 2.9000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5452 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.1445 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.94% | |
| Volatility 6M: | 98.68% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
