UC WAR. CALL 12/24 2FE/ DE000HD2NCU0 /
| 26/09/2024 21:46:51 | Chg.+0.2400 | Bid21:59:55 | Ask21:59:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9500EUR | +8.86% | 2.8200 Bid Size: 4,000 |
2.9100 Ask Size: 4,000 |
FERRARI N.V. | 420.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD2NCU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 14/02/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.40 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.25 |
| Parity: | 0.43 |
| Time value: | 2.37 |
| Break-even: | 448.00 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.09 |
| Spread %: | 3.32% |
| Delta: | 0.58 |
| Theta: | -0.16 |
| Omega: | 8.75 |
| Rho: | 0.49 |
Quote data
| Open: | 3.0400 |
|---|---|
| High: | 3.2700 |
| Low: | 2.9500 |
| Previous Close: | 2.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.34% | ||
|---|---|---|---|
| 1 Month | -21.12% | ||
| 3 Months | +100.68% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9700 | 2.5800 |
|---|---|---|
| 1M High / 1M Low: | 4.4700 | 2.1200 |
| 6M High / 6M Low: | 4.4700 | 1.1800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1861 | |
| Avg. volume 1M: | 608.6957 | |
| Avg. price 6M: | 2.2032 | |
| Avg. volume 6M: | 275.7907 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 184.40% | |
| Volatility 6M: | 177.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
