UC WAR. CALL 12/24 2FE/ DE000HD1TED1 /
| 11/8/2024 11:46:39 AM | Chg.-0.4700 | Bid12:16:45 PM | Ask12:16:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7900EUR | -11.03% | 3.9400 Bid Size: 15,000 |
3.9600 Ask Size: 15,000 |
FERRARI N.V. | 380.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD1TED |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 380.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.11 |
|---|---|
| Intrinsic value: | 3.77 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | 3.77 |
| Time value: | 0.56 |
| Break-even: | 423.30 |
| Moneyness: | 1.10 |
| Premium: | 0.01 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.08 |
| Spread %: | 1.88% |
| Delta: | 0.83 |
| Theta: | -0.17 |
| Omega: | 8.01 |
| Rho: | 0.33 |
Quote data
| Open: | 4.0300 |
|---|---|
| High: | 4.0300 |
| Low: | 3.7900 |
| Previous Close: | 4.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.05% | ||
|---|---|---|---|
| 1 Month | -22.02% | ||
| 3 Months | +17.34% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.5400 | 3.1600 |
|---|---|---|
| 1M High / 1M Low: | 7.7600 | 3.1600 |
| 6M High / 6M Low: | 7.7600 | 2.6700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.7800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 6.1130 | |
| Avg. volume 1M: | 3.3478 | |
| Avg. price 6M: | 4.5764 | |
| Avg. volume 6M: | 3.3561 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 231.59% | |
| Volatility 6M: | 153.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
