UC WAR. CALL 06/25 2FE/ DE000HD6VU56 /
| 2024-11-08 9:45:15 AM | Chg.-0.0600 | Bid10:20:18 AM | Ask10:20:18 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | -8.33% | 0.6800 Bid Size: 40,000 |
0.7000 Ask Size: 40,000 |
FERRARI N.V. | 520.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD6VU5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 520.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-07-03 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 52.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.26 |
| Parity: | -10.23 |
| Time value: | 0.79 |
| Break-even: | 527.90 |
| Moneyness: | 0.80 |
| Premium: | 0.26 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.08 |
| Spread %: | 11.27% |
| Delta: | 0.19 |
| Theta: | -0.06 |
| Omega: | 9.89 |
| Rho: | 0.43 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6600 |
| Low: | 0.6300 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -55.41% | ||
|---|---|---|---|
| 1 Month | -35.29% | ||
| 3 Months | -16.46% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4800 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 1.7700 | 0.6300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3157 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 256.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
