UC WAR. CALL 12/24 2FE/ DE000HD2NCU0 /
2024-07-26 9:47:10 PM | Chg.+0.1500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3300EUR | +12.71% | 1.3200 Bid Size: 6,000 |
1.4000 Ask Size: 6,000 |
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: | 27.16 |
Leverage: | Yes |
Calculated values
Fair value: | 1.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.24 |
Parity: | -4.25 |
Time value: | 1.39 |
Break-even: | 433.90 |
Moneyness: | 0.90 |
Premium: | 0.15 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.08 |
Spread %: | 6.11% |
Delta: | 0.34 |
Theta: | -0.10 |
Omega: | 9.16 |
Rho: | 0.45 |
Quote data
Open: | 1.1700 |
---|---|
High: | 1.3300 |
Low: | 1.1700 |
Previous Close: | 1.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.64% | ||
---|---|---|---|
1 Month | -4.32% | ||
3 Months | -50.74% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6400 | 1.1800 |
---|---|---|
1M High / 1M Low: | 2.1100 | 1.1800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4020 | |
Avg. volume 1W: | 1,640 | |
Avg. price 1M: | 1.6267 | |
Avg. volume 1M: | 983.3333 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 169.99% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |