UniCredit Call 550 2FE 18.12.2024/  DE000HD45ZN9  /

EUWAX
7/5/2024  8:43:00 PM Chg.-0.026 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.094EUR -21.67% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 550.00 - 12/18/2024 Call
 

Master data

WKN: HD45ZN
Issuer: UniCredit
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 12/18/2024
Issue date: 3/27/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 258.13
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -16.28
Time value: 0.15
Break-even: 551.50
Moneyness: 0.70
Premium: 0.42
Premium p.a.: 1.19
Spread abs.: 0.07
Spread %: 85.19%
Delta: 0.05
Theta: -0.03
Omega: 13.23
Rho: 0.08
 

Quote data

Open: 0.120
High: 0.120
Low: 0.092
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month
  -21.67%
3 Months
  -66.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.094
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -