UC WAR. CALL 12/24 2FE/ DE000HD8H7B1 /
| 2024-11-08 1:47:13 PM | Chg.-0.0200 | Bid3:17:27 PM | Ask3:17:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | -8.70% | 0.2200 Bid Size: 40,000 |
0.2400 Ask Size: 40,000 |
FERRARI N.V. | 460.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD8H7B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 460.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-09-05 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 139.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.26 |
| Parity: | -4.23 |
| Time value: | 0.30 |
| Break-even: | 463.00 |
| Moneyness: | 0.91 |
| Premium: | 0.11 |
| Premium p.a.: | 1.56 |
| Spread abs.: | 0.08 |
| Spread %: | 36.36% |
| Delta: | 0.16 |
| Theta: | -0.12 |
| Omega: | 22.17 |
| Rho: | 0.07 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.2100 |
| Low: | 0.1400 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -83.06% | ||
|---|---|---|---|
| 1 Month | -73.08% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2400 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 1.7800 | 0.1800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6020 | |
| Avg. volume 1W: | 10 | |
| Avg. price 1M: | 1.1296 | |
| Avg. volume 1M: | 5.4348 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 417.34% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
