UC WAR. CALL 06/25 2FE/ DE000HD6LA03 /
| 2024-07-26 9:46:50 PM | Chg.+0.1700 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5900EUR | +7.02% | 2.5800 Bid Size: 6,000 |
2.6600 Ask Size: 6,000 |
FERRARI N.V. | 420.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD6LA0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.32 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -4.25 |
| Time value: | 2.66 |
| Break-even: | 446.60 |
| Moneyness: | 0.90 |
| Premium: | 0.18 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.08 |
| Spread %: | 3.10% |
| Delta: | 0.43 |
| Theta: | -0.07 |
| Omega: | 6.15 |
| Rho: | 1.22 |
Quote data
| Open: | 2.4000 |
|---|---|
| High: | 2.5900 |
| Low: | 2.4000 |
| Previous Close: | 2.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.80% | ||
|---|---|---|---|
| 1 Month | -4.78% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0200 | 2.4200 |
|---|---|---|
| 1M High / 1M Low: | 3.5800 | 2.4200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0138 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 108.22% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
