UniCredit Call 220 DAP 15.01.2025
/ DE000HD03PZ3
UniCredit Call 220 DAP 15.01.2025/ DE000HD03PZ3 /
| 2024-06-25 7:27:40 PM |
Chg.-0.250 |
Bid8:58:37 PM |
Ask8:58:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.270EUR |
-5.53% |
4.320
Bid Size: 6,000 |
4.340
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: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
1.92 |
| Time value: |
2.56 |
| Break-even: |
264.80 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.68 |
| Theta: |
-0.08 |
| Omega: |
3.64 |
| Rho: |
0.66 |
Quote data
| Open: |
4.430 |
| High: |
4.450 |
| Low: |
4.270 |
| Previous Close: |
4.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.69% |
| 1 Month |
|
|
-14.26% |
| 3 Months |
|
|
+1.67% |
| YTD |
|
|
+18.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.520 |
3.810 |
| 1M High / 1M Low: |
5.350 |
3.810 |
| 6M High / 6M Low: |
5.470 |
2.970 |
| High (YTD): |
2024-05-22 |
5.470 |
| Low (YTD): |
2024-01-15 |
2.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.642 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.00% |
| Volatility 6M: |
|
94.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
