UniCredit Call 540 2FE 18.06.2025
/ DE000HD6LA37
UniCredit Call 540 2FE 18.06.2025/ DE000HD6LA37 /
| 11/8/2024 7:29:55 PM |
Chg.+0.060 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+11.54% |
0.560
Bid Size: 6,000 |
0.640
Ask Size: 6,000 |
FERRARI N.V. |
540.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD6LA3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
6/26/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
65.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-12.24 |
| Time value: |
0.64 |
| Break-even: |
546.40 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.08 |
| Spread %: |
14.29% |
| Delta: |
0.15 |
| Theta: |
-0.05 |
| Omega: |
9.98 |
| Rho: |
0.35 |
Quote data
| Open: |
0.480 |
| High: |
0.580 |
| Low: |
0.480 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.79% |
| 1 Month |
|
|
-18.31% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.400 |
| 1M High / 1M Low: |
1.280 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
