UniCredit Call 450 2FE 18.12.2024
/ DE000HD2HVQ0
UniCredit Call 450 2FE 18.12.2024/ DE000HD2HVQ0 /
| 2024-07-26 6:24:40 PM |
Chg.+0.070 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+11.48% |
0.680
Bid Size: 12,000 |
0.720
Ask Size: 12,000 |
FERRARI N.V. |
450.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD2HVQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
56.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-7.46 |
| Time value: |
0.66 |
| Break-even: |
456.60 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.18 |
| Spread %: |
37.50% |
| Delta: |
0.20 |
| Theta: |
-0.07 |
| Omega: |
11.10 |
| Rho: |
0.26 |
Quote data
| Open: |
0.660 |
| High: |
0.700 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.610 |
| 1M High / 1M Low: |
1.140 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.829 |
| Avg. volume 1M: |
|
454.545 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
