UC WAR. CALL 06/25 2FE/ DE000HD6LA03 /
| 2024-10-07 9:45:55 PM | Chg.-0.0700 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6200EUR | -1.90% | 3.6000 Bid Size: 6,000 |
3.6800 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: | 10.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.25 |
| Parity: | -1.20 |
| Time value: | 3.96 |
| Break-even: | 459.60 |
| Moneyness: | 0.97 |
| Premium: | 0.13 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.33 |
| Spread %: | 9.09% |
| Delta: | 0.54 |
| Theta: | -0.10 |
| Omega: | 5.57 |
| Rho: | 1.26 |
Quote data
| Open: | 3.5800 |
|---|---|
| High: | 3.6200 |
| Low: | 3.5300 |
| Previous Close: | 3.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.46% | ||
|---|---|---|---|
| 1 Month | -23.79% | ||
| 3 Months | +8.71% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9700 | 3.5800 |
|---|---|---|
| 1M High / 1M Low: | 4.9400 | 3.5800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.7460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
