UC WAR. CALL 12/24 2FE/ DE000HD2HVQ0 /
| 11/8/2024 3:45:55 PM | Chg.-0.0300 | Bid4:39:03 PM | Ask4:39:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | -8.33% | 0.3600 Bid Size: 40,000 |
0.3800 Ask Size: 40,000 |
FERRARI N.V. | 450.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD2HVQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 2/7/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 99.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.26 |
| Parity: | -3.23 |
| Time value: | 0.42 |
| Break-even: | 454.20 |
| Moneyness: | 0.93 |
| Premium: | 0.09 |
| Premium p.a.: | 1.15 |
| Spread abs.: | 0.08 |
| Spread %: | 23.53% |
| Delta: | 0.22 |
| Theta: | -0.14 |
| Omega: | 21.39 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.3300 |
| Low: | 0.2500 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -79.88% | ||
|---|---|---|---|
| 1 Month | -67.65% | ||
| 3 Months | -57.69% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6400 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 2.2800 | 0.2700 |
| 6M High / 6M Low: | 2.5900 | 0.2700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4770 | |
| Avg. volume 1M: | 80.6087 | |
| Avg. price 6M: | 1.1836 | |
| Avg. volume 6M: | 61.2500 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 402.27% | |
| Volatility 6M: | 254.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
