UniCredit Call 480 2FE 18.12.2024
/ DE000HD3XB35
UniCredit Call 480 2FE 18.12.2024/ DE000HD3XB35 /
| 11/11/2024 10:40:37 AM |
Chg.0.000 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.140
Bid Size: 40,000 |
0.160
Ask Size: 40,000 |
FERRARI N.V. |
480.00 EUR |
12/18/2024 |
Call |
Master data
| WKN: |
HD3XB3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 EUR |
| Maturity: |
12/18/2024 |
| Issue date: |
3/20/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
219.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-6.24 |
| Time value: |
0.19 |
| Break-even: |
481.90 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
3.11 |
| Spread abs.: |
0.08 |
| Spread %: |
72.73% |
| Delta: |
0.10 |
| Theta: |
-0.10 |
| Omega: |
21.71 |
| Rho: |
0.04 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.27% |
| 1 Month |
|
|
-72.00% |
| 3 Months |
|
|
-61.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.090 |
| 1M High / 1M Low: |
0.980 |
0.090 |
| 6M High / 6M Low: |
1.340 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.21% |
| Volatility 6M: |
|
305.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
