UniCredit Call 320 2FE 18.12.2024
/ DE000HD1TEB5
UniCredit Call 320 2FE 18.12.2024/ DE000HD1TEB5 /
04/09/2024 10:42:49 |
Chg.-0.500 |
Bid11:35:22 |
Ask11:35:22 |
Underlying |
Strike price |
Expiration date |
Option type |
12.240EUR |
-3.92% |
12.480 Bid Size: 20,000 |
12.500 Ask Size: 20,000 |
FERRARI N.V. |
320.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD1TEB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 - |
Maturity: |
18/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.34 |
Intrinsic value: |
12.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.25 |
Parity: |
12.00 |
Time value: |
0.56 |
Break-even: |
445.60 |
Moneyness: |
1.38 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.09 |
Spread %: |
0.72% |
Delta: |
0.95 |
Theta: |
-0.08 |
Omega: |
3.32 |
Rho: |
0.84 |
Quote data
Open: |
12.370 |
High: |
12.370 |
Low: |
12.240 |
Previous Close: |
12.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.24% |
1 Month |
|
|
+47.83% |
3 Months |
|
|
+69.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.270 |
12.270 |
1M High / 1M Low: |
13.270 |
7.390 |
6M High / 6M Low: |
13.270 |
6.890 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.882 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.349 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.509 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.79% |
Volatility 6M: |
|
87.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |