UC WAR. CALL 06/24 DAP/ DE000HD03PJ7 /
| 2024-05-10 1:41:49 PM | Chg.- | Bid2:39:56 PM | Ask2024-05-10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1300EUR | - | 3.1200 Bid Size: 2,000 |
- Ask Size: 2,000 |
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: | 7.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.47 |
|---|---|
| Intrinsic value: | 2.37 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.20 |
| Parity: | 2.37 |
| Time value: | 0.82 |
| Break-even: | 251.90 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.44 |
| Spread abs.: | -0.08 |
| Spread %: | -2.45% |
| Delta: | 0.75 |
| Theta: | -0.23 |
| Omega: | 5.71 |
| Rho: | 0.14 |
Quote data
| Open: | 3.1300 |
|---|---|
| High: | 3.1400 |
| Low: | 3.1300 |
| Previous Close: | 3.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +30.42% | ||
| 3 Months | -11.33% | ||
| YTD | +20.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1300 | 3.1300 |
|---|---|---|
| 1M High / 1M Low: | 3.4600 | 2.0300 |
| 6M High / 6M Low: | 3.9200 | 1.3900 |
| High (YTD): | 2024-03-01 | 3.9200 |
| Low (YTD): | 2024-01-17 | 1.9400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7681 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 252.89% | |
| Volatility 6M: | 142.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
