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: | - |
