UniCredit Call 420 2FE 18.12.2024
/ DE000HD2NCU0
UniCredit Call 420 2FE 18.12.2024/ DE000HD2NCU0 /
18/09/2024 19:15:00 |
Chg.-0.16 |
Bid19:51:44 |
Ask19:51:44 |
Underlying |
Strike price |
Expiration date |
Option type |
2.15EUR |
-6.93% |
2.14 Bid Size: 14,000 |
2.18 Ask Size: 14,000 |
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: |
17.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
0.00 |
Time value: |
2.37 |
Break-even: |
443.70 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.08 |
Spread %: |
3.49% |
Delta: |
0.55 |
Theta: |
-0.14 |
Omega: |
9.78 |
Rho: |
0.52 |
Quote data
Open: |
2.33 |
High: |
2.33 |
Low: |
2.04 |
Previous Close: |
2.31 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.96% |
1 Month |
|
|
-16.99% |
3 Months |
|
|
+28.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.16 |
2.31 |
1M High / 1M Low: |
4.46 |
2.31 |
6M High / 6M Low: |
4.46 |
1.16 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.18% |
Volatility 6M: |
|
180.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |