UC WAR. CALL 06/25 2FE/ DE000HD6LA29 /
| 9/2/2024 3:45:27 PM | Chg.-0.0500 | Bid4:42:29 PM | Ask4:42:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3700EUR | -2.07% | 2.3600 Bid Size: 50,000 |
2.3800 Ask Size: 50,000 |
FERRARI N.V. | 500.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6LA2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.25 |
| Parity: | -5.44 |
| Time value: | 2.55 |
| Break-even: | 525.50 |
| Moneyness: | 0.89 |
| Premium: | 0.18 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.09 |
| Spread %: | 3.66% |
| Delta: | 0.40 |
| Theta: | -0.08 |
| Omega: | 6.94 |
| Rho: | 1.20 |
Quote data
| Open: | 2.4200 |
|---|---|
| High: | 2.4200 |
| Low: | 2.3300 |
| Previous Close: | 2.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.42% | ||
|---|---|---|---|
| 1 Month | +106.09% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4200 | 1.8600 |
|---|---|---|
| 1M High / 1M Low: | 2.4200 | 1.0000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5810 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 177.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
