UC WAR. CALL 12/24 2FE/ DE000HD1TEE9 /
| 26/07/2024 21:45:14 | Chg.+0.2200 | Bid21:59:56 | Ask21:59:56 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0300EUR | +12.15% | 2.0000 Bid Size: 4,000 |
2.0800 Ask Size: 4,000 |
FERRARI N.V. | 400.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TEE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.60 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | -2.25 |
| Time value: | 2.09 |
| Break-even: | 420.90 |
| Moneyness: | 0.94 |
| Premium: | 0.11 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.08 |
| Spread %: | 3.98% |
| Delta: | 0.44 |
| Theta: | -0.11 |
| Omega: | 8.01 |
| Rho: | 0.58 |
Quote data
| Open: | 1.7500 |
|---|---|
| High: | 2.0300 |
| Low: | 1.7500 |
| Previous Close: | 1.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.02% | ||
|---|---|---|---|
| 1 Month | -3.33% | ||
| 3 Months | -43.77% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3500 | 1.8100 |
|---|---|---|
| 1M High / 1M Low: | 3.0600 | 1.8100 |
| 6M High / 6M Low: | 4.3800 | 0.5300 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4224 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7262 | |
| Avg. volume 6M: | 6.2362 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.96% | |
| Volatility 6M: | 284.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
