UC WAR. CALL 12/24 2FE/ DE000HD45ZN9 /
| 7/16/2024 9:46:03 AM | Chg.+0.0100 | Bid11:09:58 AM | Ask11:09:58 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | +10.00% | 0.1300 Bid Size: 40,000 |
0.1500 Ask Size: 40,000 |
FERRARI N.V. | 550.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD45ZN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/27/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 263.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | -15.46 |
| Time value: | 0.15 |
| Break-even: | 551.50 |
| Moneyness: | 0.72 |
| Premium: | 0.39 |
| Premium p.a.: | 1.19 |
| Spread abs.: | 0.07 |
| Spread %: | 80.72% |
| Delta: | 0.05 |
| Theta: | -0.03 |
| Omega: | 13.83 |
| Rho: | 0.08 |
Quote data
| Open: | 0.0870 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0870 |
| Previous Close: | 0.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.67% | ||
|---|---|---|---|
| 1 Month | -31.25% | ||
| 3 Months | -65.63% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.1000 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0910 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1295 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 330.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
