UC WAR. CALL 06/25 2FE/ DE000HD71VL8 /
| 11/8/2024 11:46:25 AM | Chg.-0.1500 | Bid12:24:52 PM | Ask12:24:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2200EUR | -10.95% | 1.2600 Bid Size: 40,000 |
1.2800 Ask Size: 40,000 |
FERRARI N.V. | 480.00 EUR | 6/18/2025 | Call |
Master data
| WKN: | HD71VL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 EUR |
| Maturity: | 6/18/2025 |
| Issue date: | 7/10/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.52 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.26 |
| Parity: | -6.23 |
| Time value: | 1.43 |
| Break-even: | 494.30 |
| Moneyness: | 0.87 |
| Premium: | 0.18 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.08 |
| Spread %: | 5.93% |
| Delta: | 0.30 |
| Theta: | -0.07 |
| Omega: | 8.85 |
| Rho: | 0.68 |
Quote data
| Open: | 1.2500 |
|---|---|
| High: | 1.2700 |
| Low: | 1.2200 |
| Previous Close: | 1.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -51.59% | ||
|---|---|---|---|
| 1 Month | -32.22% | ||
| 3 Months | -10.29% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5200 | 1.1600 |
|---|---|---|
| 1M High / 1M Low: | 3.0200 | 1.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2913 | |
| Avg. volume 1M: | 4.3478 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 240.14% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
