UC WAR. CALL 12/24 2FE/ DE000HD35W50 /
| 2024-10-07 9:47:08 AM | Chg.-0.0400 | Bid11:10:56 AM | Ask11:10:56 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | -18.18% | 0.1700 Bid Size: 60,000 |
0.1900 Ask Size: 60,000 |
FERRARI N.V. | 500.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD35W5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-28 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 107.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | -9.20 |
| Time value: | 0.38 |
| Break-even: | 503.80 |
| Moneyness: | 0.82 |
| Premium: | 0.23 |
| Premium p.a.: | 1.91 |
| Spread abs.: | 0.33 |
| Spread %: | 660.00% |
| Delta: | 0.13 |
| Theta: | -0.10 |
| Omega: | 13.45 |
| Rho: | 0.09 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1500 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.33% | ||
|---|---|---|---|
| 1 Month | -59.09% | ||
| 3 Months | -37.93% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.2100 |
| 6M High / 6M Low: | 0.8600 | 0.2000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3290 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4199 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 305.17% | |
| Volatility 6M: | 241.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
