UC WAR. CALL 12/24 2FE/ DE000HD1TEB5 /
| 2024-07-05 9:45:33 PM | Chg.-0.390 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.940EUR | -4.68% | 7.980 Bid Size: 2,000 |
8.060 Ask Size: 2,000 |
FERRARI N.V. | 320.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TEB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.51 |
|---|---|
| Intrinsic value: | 6.72 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | 6.72 |
| Time value: | 1.34 |
| Break-even: | 400.60 |
| Moneyness: | 1.21 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.08 |
| Spread %: | 1.00% |
| Delta: | 0.84 |
| Theta: | -0.09 |
| Omega: | 4.05 |
| Rho: | 1.11 |
Quote data
| Open: | 8.330 |
|---|---|
| High: | 8.460 |
| Low: | 7.870 |
| Previous Close: | 8.330 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.92% | ||
|---|---|---|---|
| 1 Month | +1.79% | ||
| 3 Months | -3.76% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.330 | 7.390 |
|---|---|---|
| 1M High / 1M Low: | 8.670 | 7.290 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.882 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.892 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.44% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
