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: | - |
