UniCredit Call 245 DAP 19.06.2024/  DE000HD543T8  /

Frankfurt Zert./HVB
2024-06-06  3:04:11 PM Chg.-0.260 Bid9:59:32 PM Ask2024-06-06 Underlying Strike price Expiration date Option type
1.900EUR -12.04% -
Bid Size: -
-
Ask Size: -
DANAHER CORP. D... 245.00 - 2024-06-19 Call
 

Master data

WKN: HD543T
Issuer: UniCredit
Currency: EUR
Underlying: DANAHER CORP. DL-,01
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-06-19
Issue date: 2024-04-29
Last trading day: 2024-06-07
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.13
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.10
Implied volatility: 1.21
Historic volatility: 0.20
Parity: 0.10
Time value: 2.11
Break-even: 267.10
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 11.16
Spread abs.: 0.05
Spread %: 2.31%
Delta: 0.55
Theta: -0.90
Omega: 6.16
Rho: 0.04
 

Quote data

Open: 2.090
High: 2.100
Low: 1.900
Previous Close: 2.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+82.69%
1 Month  
+111.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.160 1.460
1M High / 1M Low: 2.270 0.900
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.815
Avg. volume 1W:   0.000
Avg. price 1M:   1.613
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -