UC WAR. CALL 12/24 2FE/ DE000HD2HVQ0 /
| 7/31/2024 1:46:44 PM | Chg.+0.0100 | Bid2:55:29 PM | Ask2:55:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | +1.56% | 0.6300 Bid Size: 45,000 |
0.6500 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: | 55.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | -7.08 |
| Time value: | 0.68 |
| Break-even: | 456.80 |
| Moneyness: | 0.84 |
| Premium: | 0.20 |
| Premium p.a.: | 0.62 |
| Spread abs.: | 0.08 |
| Spread %: | 13.33% |
| Delta: | 0.20 |
| Theta: | -0.07 |
| Omega: | 11.28 |
| 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 | -2.99% | ||
|---|---|---|---|
| 1 Month | -12.16% | ||
| 3 Months | -56.95% | ||
| 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: | - |
