UniCredit Call 450 2FE 18.12.2024/  DE000HD2HVQ0  /

EUWAX
7/30/2024  8:48:56 PM Chg.+0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.600EUR +3.45% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 - 12/18/2024 Call
 

Master data

WKN: HD2HVQ
Issuer: UniCredit
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 12/18/2024
Issue date: 2/7/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 54.68
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -7.27
Time value: 0.69
Break-even: 456.90
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.64
Spread abs.: 0.08
Spread %: 13.11%
Delta: 0.20
Theta: -0.07
Omega: 11.03
Rho: 0.27
 

Quote data

Open: 0.650
High: 0.680
Low: 0.590
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -14.29%
3 Months
  -60.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.580
1M High / 1M Low: 1.130 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.821
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -