UC WAR. CALL 12/24 2FE/ DE000HD1TEC3 /
| 2024-07-26 9:46:24 PM | Chg.+0.3800 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8500EUR | +8.50% | 4.8400 Bid Size: 3,000 |
4.9200 Ask Size: 3,000 |
FERRARI N.V. | 350.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TEC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.19 |
|---|---|
| Intrinsic value: | 2.75 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | 2.75 |
| Time value: | 2.18 |
| Break-even: | 399.30 |
| Moneyness: | 1.08 |
| Premium: | 0.06 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.08 |
| Spread %: | 1.65% |
| Delta: | 0.70 |
| Theta: | -0.12 |
| Omega: | 5.38 |
| Rho: | 0.85 |
Quote data
| Open: | 4.4300 |
|---|---|
| High: | 4.8500 |
| Low: | 4.4300 |
| Previous Close: | 4.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.34% | ||
|---|---|---|---|
| 1 Month | -2.02% | ||
| 3 Months | -27.50% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.5700 | 4.4700 |
|---|---|---|
| 1M High / 1M Low: | 6.4600 | 4.4700 |
| 6M High / 6M Low: | 7.7100 | 1.7200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.0500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.5048 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.5797 | |
| Avg. volume 6M: | 1.7953 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.90% | |
| Volatility 6M: | 184.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
