UniCredit Call 420 2FE 18.12.2024/  DE000HD2NCU0  /

EUWAX
2024-06-28  8:05:12 PM Chg.-0.09 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.36EUR -6.21% -
Bid Size: -
-
Ask Size: -
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: 26.73
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -3.78
Time value: 1.43
Break-even: 434.30
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.31
Spread abs.: 0.08
Spread %: 5.93%
Delta: 0.36
Theta: -0.08
Omega: 9.52
Rho: 0.57
 

Quote data

Open: 1.49
High: 1.49
Low: 1.34
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.53%
1 Month
  -12.82%
3 Months
  -57.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.36
1M High / 1M Low: 2.06 1.36
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.64
Avg. volume 1W:   0.00
Avg. price 1M:   1.66
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -