UniCredit Call 350 2FE 18.12.2024
/ DE000HD1TEC3
UniCredit Call 350 2FE 18.12.2024/ DE000HD1TEC3 /
| 2024-07-05 7:27:39 PM |
Chg.-0.480 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.370EUR |
-8.21% |
5.540
Bid Size: 3,000 |
5.620
Ask Size: 3,000 |
FERRARI N.V. |
350.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TEC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.11 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
3.72 |
| Time value: |
1.90 |
| Break-even: |
406.20 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
1.44% |
| Delta: |
0.75 |
| Theta: |
-0.10 |
| Omega: |
5.16 |
| Rho: |
1.06 |
Quote data
| Open: |
6.020 |
| High: |
6.020 |
| Low: |
5.370 |
| Previous Close: |
5.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.59% |
| 1 Month |
|
|
-3.42% |
| 3 Months |
|
|
-11.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.850 |
5.050 |
| 1M High / 1M Low: |
6.170 |
4.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
