UC WAR. CALL 06/25 2FE/ DE000HD6LA03 /
| 9/3/2024 11:46:11 AM | Chg.+0.050 | Bid1:16:15 PM | Ask1:16:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.270EUR | +0.80% | 6.260 Bid Size: 30,000 |
6.280 Ask Size: 30,000 |
FERRARI N.V. | 420.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6LA0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.03 |
|---|---|
| Intrinsic value: | 2.71 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | 2.71 |
| Time value: | 3.63 |
| Break-even: | 483.40 |
| Moneyness: | 1.06 |
| Premium: | 0.08 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.09 |
| Spread %: | 1.44% |
| Delta: | 0.69 |
| Theta: | -0.09 |
| Omega: | 4.87 |
| Rho: | 1.94 |
Quote data
| Open: | 6.110 |
|---|---|
| High: | 6.290 |
| Low: | 6.110 |
| Previous Close: | 6.220 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.18% | ||
|---|---|---|---|
| 1 Month | +88.86% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.220 | 5.540 |
|---|---|---|
| 1M High / 1M Low: | 6.220 | 2.950 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.898 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.423 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 120.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
