UC WAR. CALL 06/25 2FE/ DE000HD6L9Z2 /
10/7/2024 5:47:14 PM | Chg.-0.0700 | Bid7:10:10 PM | Ask7:10:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.6700EUR | -1.48% | 4.6800 Bid Size: 10,000 |
4.7200 Ask Size: 10,000 |
FERRARI N.V. | 400.00 - | 6/18/2025 | Call |
Master data
WKN: | HD6L9Z |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FERRARI N.V. |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 6/18/2025 |
Issue date: | 6/26/2024 |
Last trading day: | 6/17/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.14 |
Leverage: | Yes |
Calculated values
Fair value: | 4.29 |
---|---|
Intrinsic value: | 0.80 |
Implied volatility: | 0.31 |
Historic volatility: | 0.25 |
Parity: | 0.80 |
Time value: | 4.21 |
Break-even: | 450.10 |
Moneyness: | 1.02 |
Premium: | 0.10 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.33 |
Spread %: | 7.05% |
Delta: | 0.62 |
Theta: | -0.10 |
Omega: | 5.02 |
Rho: | 1.40 |
Quote data
Open: | 4.6300 |
---|---|
High: | 4.6700 |
Low: | 4.5600 |
Previous Close: | 4.7400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.71% | ||
---|---|---|---|
1 Month | -21.11% | ||
3 Months | +20.98% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.3500 | 4.6100 |
---|---|---|
1M High / 1M Low: | 6.1300 | 4.6100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.9380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 5.5015 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 107.14% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |