UniCredit Call 420 2FE 18.12.2024
/ DE000HD2NCU0
UniCredit Call 420 2FE 18.12.2024/ DE000HD2NCU0 /
| 08/11/2024 19:28:35 |
Chg.+0.640 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+64.65% |
1.570
Bid Size: 4,000 |
1.650
Ask Size: 4,000 |
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: |
25.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.24 |
| Time value: |
1.65 |
| Break-even: |
436.50 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.08 |
| Spread %: |
5.10% |
| Delta: |
0.51 |
| Theta: |
-0.23 |
| Omega: |
12.93 |
| Rho: |
0.21 |
Quote data
| Open: |
1.180 |
| High: |
1.630 |
| Low: |
1.140 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.30% |
| 1 Month |
|
|
-20.49% |
| 3 Months |
|
|
+11.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.130 |
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: |
|
1.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.37% |
| Volatility 6M: |
|
227.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
