UC WAR. CALL 12/24 2FE/ DE000HD2HVQ0 /
| 2024-09-24 9:46:07 PM | Chg.-0.1000 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4000EUR | -6.67% | 1.3800 Bid Size: 8,000 |
1.4700 Ask Size: 8,000 |
FERRARI N.V. | 450.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2HVQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-07 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | -1.93 |
| Time value: | 1.56 |
| Break-even: | 465.60 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.09 |
| Spread %: | 6.12% |
| Delta: | 0.42 |
| Theta: | -0.14 |
| Omega: | 11.47 |
| Rho: | 0.38 |
Quote data
| Open: | 1.6200 |
|---|---|
| High: | 1.6200 |
| Low: | 1.2900 |
| Previous Close: | 1.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.74% | ||
|---|---|---|---|
| 1 Month | -24.73% | ||
| 3 Months | +34.62% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5000 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.5900 | 1.0000 |
| 6M High / 6M Low: | 2.5900 | 0.6100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2640 | |
| Avg. volume 1W: | 39.8000 | |
| Avg. price 1M: | 1.7324 | |
| Avg. volume 1M: | 127.6667 | |
| Avg. price 6M: | 1.2433 | |
| Avg. volume 6M: | 138.5547 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 259.17% | |
| Volatility 6M: | 209.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
