UC WAR. CALL 12/24 2FE/ DE000HD1TEE9 /
| 2024-11-08 9:46:04 PM | Chg.+0.4100 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0000EUR | +15.83% | 2.9500 Bid Size: 2,000 |
3.0300 Ask Size: 2,000 |
FERRARI N.V. | 400.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TEE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.52 |
|---|---|
| Intrinsic value: | 1.76 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.26 |
| Parity: | 1.76 |
| Time value: | 1.27 |
| Break-even: | 430.30 |
| Moneyness: | 1.04 |
| Premium: | 0.03 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.08 |
| Spread %: | 2.71% |
| Delta: | 0.67 |
| Theta: | -0.25 |
| Omega: | 9.28 |
| Rho: | 0.27 |
Quote data
| Open: | 2.3900 |
|---|---|
| High: | 3.0000 |
| Low: | 2.2100 |
| Previous Close: | 2.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -38.02% | ||
|---|---|---|---|
| 1 Month | -4.15% | ||
| 3 Months | +36.99% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6500 | 1.8500 |
|---|---|---|
| 1M High / 1M Low: | 5.9500 | 1.8500 |
| 6M High / 6M Low: | 5.9900 | 1.8100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.4895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3157 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 290.51% | |
| Volatility 6M: | 183.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
