UC WAR. CALL 12/24 2FE/ DE000HD2NCU0 /
| 2024-11-08 9:45:43 PM | Chg.+0.3000 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | +22.73% | 1.5700 Bid Size: 4,000 |
1.6500 Ask Size: 4,000 |
FERRARI N.V. | 420.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2NCU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-14 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.26 |
| Parity: | -0.24 |
| Time value: | 1.65 |
| Break-even: | 436.50 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.08 |
| Spread %: | 5.10% |
| Delta: | 0.51 |
| Theta: | -0.23 |
| Omega: | 12.93 |
| Rho: | 0.21 |
Quote data
| Open: | 1.1500 |
|---|---|
| High: | 1.6200 |
| Low: | 1.0700 |
| Previous Close: | 1.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -51.35% | ||
|---|---|---|---|
| 1 Month | -25.35% | ||
| 3 Months | +10.96% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1600 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 4.3100 | 0.9400 |
| 6M High / 6M Low: | 4.4700 | 0.9400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0052 | |
| Avg. volume 1M: | 6.1739 | |
| Avg. price 6M: | 2.2690 | |
| Avg. volume 6M: | 470.3939 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 343.14% | |
| Volatility 6M: | 214.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
