UniCredit Call 320 2FE 18.12.2024
/ DE000HD1TEB5
UniCredit Call 320 2FE 18.12.2024/ DE000HD1TEB5 /
| 05/07/2024 19:41:10 |
Chg.-0.520 |
Bid21:59:23 |
Ask21:59:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.810EUR |
-6.24% |
7.980
Bid Size: 2,000 |
8.060
Ask Size: 2,000 |
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: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.51 |
| Intrinsic value: |
6.72 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
6.72 |
| Time value: |
1.34 |
| Break-even: |
400.60 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
1.00% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
4.05 |
| Rho: |
1.11 |
Quote data
| Open: |
8.480 |
| High: |
8.520 |
| Low: |
7.810 |
| Previous Close: |
8.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.32% |
| 1 Month |
|
|
-2.01% |
| 3 Months |
|
|
-6.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.330 |
7.400 |
| 1M High / 1M Low: |
8.670 |
7.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
