UC WAR. CALL 12/24 2FE/ DE000HD2HVQ0 /
| 02/09/2024 21:45:11 | Chg.- | Bid21:59:00 | Ask21:59:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5900EUR | - | 2.6100 Bid Size: 6,000 |
2.7000 Ask Size: 6,000 |
FERRARI N.V. | 450.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD2HVQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 07/02/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.25 |
| Parity: | -0.44 |
| Time value: | 2.72 |
| Break-even: | 477.20 |
| Moneyness: | 0.99 |
| Premium: | 0.07 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.09 |
| Spread %: | 3.42% |
| Delta: | 0.53 |
| Theta: | -0.15 |
| Omega: | 8.72 |
| Rho: | 0.62 |
Quote data
| Open: | 2.5800 |
|---|---|
| High: | 2.5900 |
| Low: | 2.4300 |
| Previous Close: | 2.5800 |
| Turnover: | 301.2000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.92% | ||
|---|---|---|---|
| 1 Month | +187.78% | ||
| 3 Months | +227.85% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5900 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.5900 | 0.7200 |
| 6M High / 6M Low: | 2.5900 | 0.6100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3440 | |
| Avg. volume 1W: | 306.6000 | |
| Avg. price 1M: | 1.5000 | |
| Avg. volume 1M: | 228.4762 | |
| Avg. price 6M: | 1.2517 | |
| Avg. volume 6M: | 137.7188 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 253.35% | |
| Volatility 6M: | 193.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
