UC WAR. CALL 12/24 2FE/ DE000HD2NCU0 /
| 10/18/2024 9:46:19 PM | Chg.-0.0900 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6600EUR | -2.40% | 3.6700 Bid Size: 4,000 |
3.7600 Ask Size: 4,000 |
FERRARI N.V. | 420.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD2NCU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 2/14/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.31 |
|---|---|
| Intrinsic value: | 2.31 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.25 |
| Parity: | 2.31 |
| Time value: | 1.45 |
| Break-even: | 457.60 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.09 |
| Spread %: | 2.45% |
| Delta: | 0.69 |
| Theta: | -0.20 |
| Omega: | 8.19 |
| Rho: | 0.44 |
Quote data
| Open: | 3.7600 |
|---|---|
| High: | 3.8300 |
| Low: | 3.6400 |
| Previous Close: | 3.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.58% | ||
|---|---|---|---|
| 1 Month | +31.18% | ||
| 3 Months | +154.17% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7500 | 3.0000 |
|---|---|---|
| 1M High / 1M Low: | 3.7500 | 1.7800 |
| 6M High / 6M Low: | 4.4700 | 1.1800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.3680 | |
| Avg. volume 1W: | 14.2000 | |
| Avg. price 1M: | 2.6077 | |
| Avg. volume 1M: | 1,844.1364 | |
| Avg. price 6M: | 2.2025 | |
| Avg. volume 6M: | 477.0846 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 235.73% | |
| Volatility 6M: | 194.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
