UC WAR. CALL 12/24 2FE/ DE000HD3XB35 /
17/09/2024 11:47:04 | Chg.+0.0700 | Bid13:00:27 | Ask13:00:27 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5800EUR | +13.73% | 0.5500 Bid Size: 60,000 |
0.5700 Ask Size: 60,000 |
FERRARI N.V. | 480.00 EUR | 18/12/2024 | Call |
Master data
WKN: | HD3XB3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FERRARI N.V. |
Type: | Warrant |
Option type: | Call |
Strike price: | 480.00 EUR |
Maturity: | 18/12/2024 |
Issue date: | 20/03/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 61.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.44 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.25 |
Parity: | -6.25 |
Time value: | 0.68 |
Break-even: | 486.80 |
Moneyness: | 0.87 |
Premium: | 0.17 |
Premium p.a.: | 0.84 |
Spread abs.: | 0.33 |
Spread %: | 94.29% |
Delta: | 0.21 |
Theta: | -0.10 |
Omega: | 12.82 |
Rho: | 0.20 |
Quote data
Open: | 0.5000 |
---|---|
High: | 0.5800 |
Low: | 0.5000 |
Previous Close: | 0.5100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.77% | ||
---|---|---|---|
1 Month | -13.43% | ||
3 Months | +7.41% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7900 | 0.5100 |
---|---|---|
1M High / 1M Low: | 1.3300 | 0.5100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6700 | |
Avg. volume 1W: | 10.2000 | |
Avg. price 1M: | 0.8981 | |
Avg. volume 1M: | 5.2857 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 246.73% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |