UC WAR. CALL 12/24 2FE/ DE000HD1TEE9 /
2024-09-02 9:45:32 PM | Chg.+0.050 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.990EUR | +0.84% | 6.030 Bid Size: 4,000 |
6.120 Ask Size: 4,000 |
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: | 7.23 |
Leverage: | Yes |
Calculated values
Fair value: | 5.58 |
---|---|
Intrinsic value: | 4.56 |
Implied volatility: | 0.34 |
Historic volatility: | 0.25 |
Parity: | 4.56 |
Time value: | 1.60 |
Break-even: | 461.60 |
Moneyness: | 1.11 |
Premium: | 0.04 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.09 |
Spread %: | 1.48% |
Delta: | 0.77 |
Theta: | -0.14 |
Omega: | 5.58 |
Rho: | 0.83 |
Quote data
Open: | 6.020 |
---|---|
High: | 6.020 |
Low: | 5.720 |
Previous Close: | 5.940 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.09% | ||
---|---|---|---|
1 Month | +126.04% | ||
3 Months | +185.24% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.990 | 5.160 |
---|---|---|
1M High / 1M Low: | 5.990 | 2.170 |
6M High / 6M Low: | 5.990 | 1.810 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.596 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.868 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.023 | |
Avg. volume 6M: | 6.188 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 165.92% | |
Volatility 6M: | 148.47% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |