UniCredit Call 420 2FE 18.12.2024
/ DE000HD2NCU0
UniCredit Call 420 2FE 18.12.2024/ DE000HD2NCU0 /
| 2024-11-12 7:39:29 PM |
Chg.-0.750 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-43.60% |
0.920
Bid Size: 4,000 |
1.000
Ask Size: 4,000 |
FERRARI N.V. |
420.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD2NCU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.26 |
| Parity: |
0.60 |
| Time value: |
1.08 |
| Break-even: |
436.80 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.08 |
| Spread %: |
5.00% |
| Delta: |
0.60 |
| Theta: |
-0.19 |
| Omega: |
15.32 |
| Rho: |
0.24 |
Quote data
| Open: |
1.390 |
| High: |
1.430 |
| Low: |
0.930 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.67% |
| 1 Month |
|
|
-62.55% |
| 3 Months |
|
|
-33.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.000 |
0.980 |
| 1M High / 1M Low: |
4.220 |
0.980 |
| 6M High / 6M Low: |
4.470 |
0.980 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.31% |
| Volatility 6M: |
|
227.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
