UC WAR. CALL 12/24 2FE/ DE000HD2NCU0 /
| 2024-07-05 9:46:20 PM | Chg.-0.1800 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6000EUR | -10.11% | 1.6100 Bid Size: 6,000 |
1.6900 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: | 21.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.76 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.24 |
| Parity: | -2.65 |
| Time value: | 1.84 |
| Break-even: | 438.40 |
| Moneyness: | 0.94 |
| Premium: | 0.11 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.08 |
| Spread %: | 4.55% |
| Delta: | 0.42 |
| Theta: | -0.09 |
| Omega: | 8.96 |
| Rho: | 0.67 |
Quote data
| Open: | 1.7800 |
|---|---|
| High: | 1.8500 |
| Low: | 1.5900 |
| Previous Close: | 1.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.11% | ||
|---|---|---|---|
| 1 Month | -7.51% | ||
| 3 Months | -33.05% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7800 | 1.4400 |
|---|---|---|
| 1M High / 1M Low: | 2.0700 | 1.3900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6882 | |
| Avg. volume 1M: | 13.6364 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 187.00% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
