UniCredit Call 220 DAP 19.06.2024
/ DE000HD03PJ7
UniCredit Call 220 DAP 19.06.2024/ DE000HD03PJ7 /
| 2024-05-10 1:52:54 PM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANAHER CORP. D... |
220.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD03PJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.20 |
| Parity: |
1.84 |
| Time value: |
1.35 |
| Break-even: |
251.90 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
1.60 |
| Spread abs.: |
-0.08 |
| Spread %: |
-2.45% |
| Delta: |
0.68 |
| Theta: |
-0.48 |
| Omega: |
5.09 |
| Rho: |
0.08 |
Quote data
| Open: |
3.11 |
| High: |
3.13 |
| Low: |
3.11 |
| Previous Close: |
2.99 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.39% |
| 3 Months |
|
|
-17.20% |
| YTD |
|
|
+21.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.13 |
2.67 |
| 6M High / 6M Low: |
3.86 |
1.83 |
| High (YTD): |
2024-03-04 |
3.86 |
| Low (YTD): |
2024-01-15 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.98% |
| Volatility 6M: |
|
145.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
