UC WAR. CALL 12/24 2FE/ DE000HD2NCU0 /
| 2024-07-17 3:45:19 PM | Chg.-0.2600 | Bid4:55:10 PM | Ask4:55:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5100EUR | -14.69% | 1.5400 Bid Size: 45,000 |
1.5600 Ask Size: 45,000 |
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: | 21.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -2.94 |
| Time value: | 1.84 |
| Break-even: | 438.40 |
| Moneyness: | 0.93 |
| Premium: | 0.12 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.08 |
| Spread %: | 4.55% |
| Delta: | 0.41 |
| Theta: | -0.10 |
| Omega: | 8.65 |
| Rho: | 0.59 |
Quote data
| Open: | 1.7100 |
|---|---|
| High: | 1.7100 |
| Low: | 1.3900 |
| Previous Close: | 1.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.44% | ||
|---|---|---|---|
| 1 Month | -16.11% | ||
| 3 Months | -40.55% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1100 | 1.7400 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.3900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8960 | |
| Avg. volume 1W: | 500 | |
| Avg. price 1M: | 1.7455 | |
| Avg. volume 1M: | 565.9091 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 164.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
