UC WAR. CALL 06/25 2FE/ DE000HD6XWZ7 /
03/09/2024 09:01:28 | Chg.-0.090 | Bid09:05:55 | Ask09:05:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
8.920EUR | -1.00% | 8.910 Bid Size: 15,000 |
8.960 Ask Size: 15,000 |
FERRARI N.V. | 380.00 - | 18/06/2025 | Call |
Master data
WKN: | HD6XWZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FERRARI N.V. |
Type: | Warrant |
Option type: | Call |
Strike price: | 380.00 - |
Maturity: | 18/06/2025 |
Issue date: | 04/07/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.86 |
Leverage: | Yes |
Calculated values
Fair value: | 8.63 |
---|---|
Intrinsic value: | 6.56 |
Implied volatility: | 0.30 |
Historic volatility: | 0.25 |
Parity: | 6.56 |
Time value: | 2.61 |
Break-even: | 471.70 |
Moneyness: | 1.17 |
Premium: | 0.06 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.09 |
Spread %: | 0.99% |
Delta: | 0.80 |
Theta: | -0.08 |
Omega: | 3.88 |
Rho: | 2.09 |
Quote data
Open: | 8.920 |
---|---|
High: | 8.920 |
Low: | 8.920 |
Previous Close: | 9.010 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.91% | ||
---|---|---|---|
1 Month | +68.62% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 9.010 | 8.190 |
---|---|---|
1M High / 1M Low: | 9.010 | 4.740 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 8.618 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.712 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 95.84% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |