UC WAR. CALL 12/24 2FE/ DE000HD35W50 /
9/2/2024 7:45:47 PM | Chg.0.0000 | Bid8:00:11 PM | Ask8:00:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8100EUR | 0.00% | 0.8100 Bid Size: 8,000 |
0.8600 Ask Size: 8,000 |
FERRARI N.V. | 500.00 EUR | 12/18/2024 | Call |
Master data
WKN: | HD35W5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FERRARI N.V. |
Type: | Warrant |
Option type: | Call |
Strike price: | 500.00 EUR |
Maturity: | 12/18/2024 |
Issue date: | 2/28/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 48.43 |
Leverage: | Yes |
Calculated values
Fair value: | 0.80 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.25 |
Parity: | -5.44 |
Time value: | 0.92 |
Break-even: | 509.20 |
Moneyness: | 0.89 |
Premium: | 0.14 |
Premium p.a.: | 0.58 |
Spread abs.: | 0.09 |
Spread %: | 10.84% |
Delta: | 0.26 |
Theta: | -0.11 |
Omega: | 12.41 |
Rho: | 0.31 |
Quote data
Open: | 0.8000 |
---|---|
High: | 0.8100 |
Low: | 0.7600 |
Previous Close: | 0.8100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +52.83% | ||
---|---|---|---|
1 Month | +211.54% | ||
3 Months | +153.13% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8200 | 0.5300 |
---|---|---|
1M High / 1M Low: | 0.8200 | 0.2200 |
6M High / 6M Low: | 1.0300 | 0.2000 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6940 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4500 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4866 | |
Avg. volume 6M: | 1.3543 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 334.07% | |
Volatility 6M: | 215.57% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |