UniCredit Call 400 2FE 18.12.2024
/ DE000HD1TEE9
UniCredit Call 400 2FE 18.12.2024/ DE000HD1TEE9 /
| 2024-07-26 8:48:30 PM |
Chg.+0.23 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+12.85% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TEE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-2.25 |
| Time value: |
2.09 |
| Break-even: |
420.90 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.08 |
| Spread %: |
3.98% |
| Delta: |
0.44 |
| Theta: |
-0.11 |
| Omega: |
8.01 |
| Rho: |
0.58 |
Quote data
| Open: |
2.05 |
| High: |
2.07 |
| Low: |
1.91 |
| Previous Close: |
1.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.49% |
| 1 Month |
|
|
-1.94% |
| 3 Months |
|
|
-43.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
1.79 |
| 1M High / 1M Low: |
3.05 |
1.79 |
| 6M High / 6M Low: |
4.33 |
0.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
4.04 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.13% |
| Volatility 6M: |
|
266.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
