UC WAR. CALL 12/24 2FE/ DE000HD2HVQ0 /
14/08/2024 21:45:45 | Chg.+0.4600 | Bid21:59:46 | Ask21:59:46 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2700EUR | +56.79% | 1.2600 Bid Size: 6,000 |
1.3400 Ask Size: 6,000 |
FERRARI N.V. | 450.00 - | 18/12/2024 | Call |
Master data
WKN: | HD2HVQ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FERRARI N.V. |
Type: | Warrant |
Option type: | Call |
Strike price: | 450.00 - |
Maturity: | 18/12/2024 |
Issue date: | 07/02/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 43.84 |
Leverage: | Yes |
Calculated values
Fair value: | 0.52 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.25 |
Parity: | -6.42 |
Time value: | 0.88 |
Break-even: | 458.80 |
Moneyness: | 0.86 |
Premium: | 0.19 |
Premium p.a.: | 0.65 |
Spread abs.: | 0.08 |
Spread %: | 10.00% |
Delta: | 0.24 |
Theta: | -0.09 |
Omega: | 10.46 |
Rho: | 0.29 |
Quote data
Open: | 0.8100 |
---|---|
High: | 1.3900 |
Low: | 0.8100 |
Previous Close: | 0.8100 |
Turnover: | 1,867.1800 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +64.94% | ||
---|---|---|---|
1 Month | +18.69% | ||
3 Months | +30.93% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8100 | 0.7200 |
---|---|---|
1M High / 1M Low: | 0.9800 | 0.6100 |
6M High / 6M Low: | 2.1900 | 0.6100 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7718 | |
Avg. volume 1M: | 14.5455 | |
Avg. price 6M: | 1.1754 | |
Avg. volume 6M: | 101.0236 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 177.54% | |
Volatility 6M: | 180.96% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |