UC WAR. CALL 12/24 2FE/ DE000HD2HVQ0 /
7/31/2024 9:46:10 AM | Chg.+0.0300 | Bid9:57:24 AM | Ask9:57:24 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6700EUR | +4.69% | 0.6500 Bid Size: 45,000 |
0.6700 Ask Size: 45,000 |
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: | 54.68 |
Leverage: | Yes |
Calculated values
Fair value: | 0.45 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.24 |
Parity: | -7.27 |
Time value: | 0.69 |
Break-even: | 456.90 |
Moneyness: | 0.84 |
Premium: | 0.21 |
Premium p.a.: | 0.64 |
Spread abs.: | 0.08 |
Spread %: | 13.11% |
Delta: | 0.20 |
Theta: | -0.07 |
Omega: | 11.03 |
Rho: | 0.27 |
Quote data
Open: | 0.6200 |
---|---|
High: | 0.6700 |
Low: | 0.6200 |
Previous Close: | 0.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -9.46% | ||
3 Months | -55.63% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6800 | 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: | 0.6440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8359 | |
Avg. volume 1M: | 14.5455 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 180.33% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |