UC WAR. CALL 06/25 2FE/ DE000HD71VL8 /
| 2024-07-26 3:46:19 PM | Chg.-0.0100 | Bid4:19:33 PM | Ask4:19:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | -0.95% | 1.0400 Bid Size: 45,000 |
1.0600 Ask Size: 45,000 |
FERRARI N.V. | 480.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD71VL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-07-10 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -10.46 |
| Time value: | 1.16 |
| Break-even: | 491.60 |
| Moneyness: | 0.78 |
| Premium: | 0.31 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.18 |
| Spread %: | 18.37% |
| Delta: | 0.24 |
| Theta: | -0.05 |
| Omega: | 7.62 |
| Rho: | 0.69 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.1000 |
| Low: | 1.0400 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.80% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2700 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
