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: | - |