UniCredit Call 500 2FE 18.12.2024
/ DE000HD35W50
UniCredit Call 500 2FE 18.12.2024/ DE000HD35W50 /
| 02/09/2024 19:35:15 |
Chg.+0.030 |
Bid20:00:11 |
Ask20:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
0.810
Bid Size: 8,000 |
0.860
Ask Size: 8,000 |
FERRARI N.V. |
500.00 EUR |
18/12/2024 |
Call |
Master data
| WKN: |
HD35W5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-5.44 |
| Time value: |
0.92 |
| Break-even: |
509.20 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.09 |
| Spread %: |
10.84% |
| Delta: |
0.26 |
| Theta: |
-0.11 |
| Omega: |
12.41 |
| Rho: |
0.31 |
Quote data
| Open: |
0.760 |
| High: |
0.810 |
| Low: |
0.730 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.31% |
| 1 Month |
|
|
+252.17% |
| 3 Months |
|
|
+170.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.490 |
| 1M High / 1M Low: |
0.830 |
0.220 |
| 6M High / 6M Low: |
0.980 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
3.929 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.94% |
| Volatility 6M: |
|
272.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
