UC WAR. CALL 12/24 2FE/ DE000HD2HVQ0 /
| 2024-07-26 5:46:34 PM | Chg.+0.0500 | Bid6:15:18 PM | Ask6:15:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | +8.20% | 0.6800 Bid Size: 12,000 |
0.7200 Ask Size: 12,000 |
FERRARI N.V. | 450.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2HVQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-07 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 56.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | -7.46 |
| Time value: | 0.66 |
| Break-even: | 456.60 |
| Moneyness: | 0.83 |
| Premium: | 0.22 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.18 |
| Spread %: | 37.50% |
| Delta: | 0.20 |
| Theta: | -0.07 |
| Omega: | 11.10 |
| Rho: | 0.26 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6100 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.16% | ||
|---|---|---|---|
| 1 Month | -21.43% | ||
| 3 Months | -61.18% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8500 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 1.1400 | 0.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8550 | |
| Avg. volume 1M: | 14.5455 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 174.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
