UniCredit Call 420 2FE 18.12.2024/  DE000HD2NCU0  /

EUWAX
12/07/2024  20:56:33 Chg.+0.14 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
2.02EUR +7.45% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 420.00 - 18/12/2024 Call
 

Master data

WKN: HD2NCU
Issuer: UniCredit
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 18/12/2024
Issue date: 14/02/2024
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.78
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -2.04
Time value: 2.02
Break-even: 440.20
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.25
Spread abs.: 0.08
Spread %: 4.12%
Delta: 0.45
Theta: -0.10
Omega: 8.90
Rho: 0.69
 

Quote data

Open: 1.88
High: 2.02
Low: 1.88
Previous Close: 1.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.04%
1 Month  
+16.09%
3 Months
  -11.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.09 1.83
1M High / 1M Low: 2.09 1.36
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -