UC WAR. CALL 12/24 2FE/ DE000HD1TEC3 /
| 2024-09-20 11:45:35 AM | Chg.- | Bid1:18:42 PM | Ask2024-09-20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.770EUR | - | 7.880 Bid Size: 25,000 |
- Ask Size: 25,000 |
FERRARI N.V. | 350.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TEC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-09-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.59 |
|---|---|
| Intrinsic value: | 7.20 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.25 |
| Parity: | 7.20 |
| Time value: | 0.62 |
| Break-even: | 428.20 |
| Moneyness: | 1.21 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.09 |
| Spread %: | 1.16% |
| Delta: | 0.90 |
| Theta: | -0.10 |
| Omega: | 4.86 |
| Rho: | 0.71 |
Quote data
| Open: | 7.980 |
|---|---|
| High: | 7.980 |
| Low: | 7.770 |
| Previous Close: | 8.190 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.32% | ||
|---|---|---|---|
| 1 Month | -12.70% | ||
| 3 Months | +41.79% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.190 | 7.090 |
|---|---|---|
| 1M High / 1M Low: | 10.410 | 7.090 |
| 6M High / 6M Low: | 10.410 | 4.470 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.610 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.729 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.337 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.69% | |
| Volatility 6M: | 109.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
