UC WAR. CALL 12/24 2FE/ DE000HD2HVQ0 /
| 06/09/2024 21:46:42 | Chg.-0.1600 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5500EUR | -9.36% | 1.3400 Bid Size: 8,000 |
1.6800 Ask Size: 8,000 |
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: | 24.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.56 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | -2.15 |
| Time value: | 1.78 |
| Break-even: | 467.80 |
| Moneyness: | 0.95 |
| Premium: | 0.09 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.09 |
| Spread %: | 5.33% |
| Delta: | 0.42 |
| Theta: | -0.13 |
| Omega: | 10.18 |
| Rho: | 0.46 |
Quote data
| Open: | 1.7400 |
|---|---|
| High: | 1.9300 |
| Low: | 1.5500 |
| Previous Close: | 1.7100 |
| Turnover: | 300.3000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -39.92% | ||
|---|---|---|---|
| 1 Month | +72.22% | ||
| 3 Months | +61.46% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5900 | 1.7100 |
|---|---|---|
| 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: | 2.2460 | |
| Avg. volume 1W: | 75.6000 | |
| Avg. price 1M: | 1.5904 | |
| Avg. volume 1M: | 219.8261 | |
| Avg. price 6M: | 1.2682 | |
| Avg. volume 6M: | 138.6512 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 262.13% | |
| Volatility 6M: | 196.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
