UC WAR. CALL 06/25 2FE/ DE000HD6LA03 /
9/3/2024 9:00:51 AM | Chg.-0.110 | Bid9:07:22 AM | Ask9:07:22 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.110EUR | -1.77% | 6.140 Bid Size: 15,000 |
6.190 Ask Size: 15,000 |
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: | 6.98 |
Leverage: | Yes |
Calculated values
Fair value: | 5.94 |
---|---|
Intrinsic value: | 2.56 |
Implied volatility: | 0.28 |
Historic volatility: | 0.25 |
Parity: | 2.56 |
Time value: | 3.82 |
Break-even: | 483.80 |
Moneyness: | 1.06 |
Premium: | 0.09 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.09 |
Spread %: | 1.43% |
Delta: | 0.68 |
Theta: | -0.09 |
Omega: | 4.77 |
Rho: | 1.90 |
Quote data
Open: | 6.110 |
---|---|
High: | 6.110 |
Low: | 6.110 |
Previous Close: | 6.220 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.29% | ||
---|---|---|---|
1 Month | +84.04% | ||
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: | - |