UC WAR. CALL 12/24 DAP/ DE000HD03PV2 /
| 2024-09-26 7:40:04 PM | Chg.+0.5600 | Bid9:03:30 PM | Ask9:03:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8700EUR | +24.24% | 2.9700 Bid Size: 6,000 |
2.9900 Ask Size: 6,000 |
DANAHER CORP. D... | 250.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD03PV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.20 |
| Parity: | -0.93 |
| Time value: | 2.36 |
| Break-even: | 273.60 |
| Moneyness: | 0.96 |
| Premium: | 0.14 |
| Premium p.a.: | 0.76 |
| Spread abs.: | 0.02 |
| Spread %: | 0.85% |
| Delta: | 0.51 |
| Theta: | -0.17 |
| Omega: | 5.23 |
| Rho: | 0.23 |
Quote data
| Open: | 2.3200 |
|---|---|
| High: | 2.8700 |
| Low: | 2.3200 |
| Previous Close: | 2.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.90% | ||
|---|---|---|---|
| 1 Month | +9.96% | ||
| 3 Months | +31.65% | ||
| YTD | +39.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0500 | 2.3100 |
|---|---|---|
| 1M High / 1M Low: | 3.0700 | 2.2300 |
| 6M High / 6M Low: | 3.7300 | 1.3400 |
| High (YTD): | 2024-08-01 | 3.7300 |
| Low (YTD): | 2024-07-09 | 1.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6665 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4299 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 121.17% | |
| Volatility 6M: | 149.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
