UC WAR. CALL 06/24 2FE/ DE000HC7CEJ2 /
| 2024-06-14 9:45:16 PM | Chg.-0.4900 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | -53.26% | 0.4100 Bid Size: 8,000 |
0.7200 Ask Size: 8,000 |
FERRARI N.V. | 380.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7CEJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 380.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-15 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 52.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.24 |
| Parity: | -0.02 |
| Time value: | 0.72 |
| Break-even: | 387.20 |
| Moneyness: | 1.00 |
| Premium: | 0.02 |
| Premium p.a.: | 4.82 |
| Spread abs.: | 0.31 |
| Spread %: | 75.61% |
| Delta: | 0.51 |
| Theta: | -0.92 |
| Omega: | 26.82 |
| Rho: | 0.02 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 0.8700 |
| Low: | 0.4200 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -45.57% | ||
|---|---|---|---|
| 1 Month | -70.34% | ||
| 3 Months | -83.52% | ||
| YTD | +95.45% | ||
| 1 Year | -2.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5700 | 0.4300 |
|---|---|---|
| 1M High / 1M Low: | 1.6000 | 0.4300 |
| 6M High / 6M Low: | 3.7200 | 0.1300 |
| High (YTD): | 2024-03-25 | 3.7200 |
| Low (YTD): | 2024-01-25 | 0.1300 |
| 52W High: | 2024-03-25 | 3.7200 |
| 52W Low: | 2023-09-26 | 0.1000 |
| Avg. price 1W: | 0.8680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9523 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4915 | |
| Avg. volume 6M: | 32.3871 | |
| Avg. price 1Y: | 0.9498 | |
| Avg. volume 1Y: | 36.3373 | |
| Volatility 1M: | 702.36% | |
| Volatility 6M: | 572.76% | |
| Volatility 1Y: | 427.31% | |
| Volatility 3Y: | - |
