UC WAR. CALL 12/24 2FE/ DE000HD3XB35 /
| 2024-09-24 9:45:05 PM | Chg.-0.0500 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6200EUR | -7.46% | 0.5700 Bid Size: 8,000 |
0.6600 Ask Size: 8,000 |
FERRARI N.V. | 480.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD3XB3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 59.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.25 |
| Parity: | -4.93 |
| Time value: | 0.72 |
| Break-even: | 487.20 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 0.70 |
| Spread abs.: | 0.09 |
| Spread %: | 14.29% |
| Delta: | 0.24 |
| Theta: | -0.11 |
| Omega: | 14.13 |
| Rho: | 0.22 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7000 |
| Low: | 0.5500 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.57% | ||
|---|---|---|---|
| 1 Month | -32.61% | ||
| 3 Months | +12.73% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 1.3300 | 0.4200 |
| 6M High / 6M Low: | 1.4000 | 0.3100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8390 | |
| Avg. volume 1M: | 5.2857 | |
| Avg. price 6M: | 0.6773 | |
| Avg. volume 6M: | 1.7344 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 318.03% | |
| Volatility 6M: | 235.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
