UniCredit Call 560 2FE 18.06.2025
/ DE000HD87EU1
UniCredit Call 560 2FE 18.06.2025/ DE000HD87EU1 /
| 10/7/2024 6:47:51 PM |
Chg.-0.010 |
Bid7:24:16 PM |
Ask7:24:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-2.00% |
0.490
Bid Size: 15,000 |
0.530
Ask Size: 15,000 |
FERRARI N.V. |
560.00 EUR |
6/18/2025 |
Call |
Master data
| WKN: |
HD87EU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 EUR |
| Maturity: |
6/18/2025 |
| Issue date: |
8/22/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-15.20 |
| Time value: |
0.82 |
| Break-even: |
568.20 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.33 |
| Spread %: |
67.35% |
| Delta: |
0.16 |
| Theta: |
-0.06 |
| Omega: |
8.07 |
| Rho: |
0.40 |
Quote data
| Open: |
0.470 |
| High: |
0.500 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.91% |
| 1 Month |
|
|
-28.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
0.770 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
