UC WAR. CALL 12/24 2FE/ DE000HD1TEB5 /
09/10/2024 21:46:48 | Chg.+0.010 | Bid21:59:56 | Ask21:59:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
10.180EUR | +0.10% | 10.100 Bid Size: 3,000 |
10.180 Ask Size: 3,000 |
FERRARI N.V. | 320.00 - | 18/12/2024 | Call |
Master data
WKN: | HD1TEB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FERRARI N.V. |
Type: | Warrant |
Option type: | Call |
Strike price: | 320.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/01/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.01 |
Leverage: | Yes |
Calculated values
Fair value: | 10.07 |
---|---|
Intrinsic value: | 9.86 |
Implied volatility: | 0.49 |
Historic volatility: | 0.25 |
Parity: | 9.86 |
Time value: | 0.57 |
Break-even: | 424.30 |
Moneyness: | 1.31 |
Premium: | 0.01 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.08 |
Spread %: | 0.77% |
Delta: | 0.92 |
Theta: | -0.12 |
Omega: | 3.68 |
Rho: | 0.54 |
Quote data
Open: | 10.260 |
---|---|
High: | 10.310 |
Low: | 10.180 |
Previous Close: | 10.170 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.21% | ||
---|---|---|---|
1 Month | -10.54% | ||
3 Months | +19.34% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 10.170 | 9.260 |
---|---|---|
1M High / 1M Low: | 11.420 | 9.260 |
6M High / 6M Low: | 13.270 | 6.740 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 9.664 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 10.523 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 8.899 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 82.50% | |
Volatility 6M: | 88.52% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |