UC WAR. CALL 12/24 2FE/ DE000HD45ZN9 /
| 6/21/2024 9:45:28 PM | Chg.-0.0300 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | -18.75% | 0.1100 Bid Size: 10,000 |
0.1900 Ask Size: 10,000 |
FERRARI N.V. | 550.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD45ZN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/27/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 202.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | -16.51 |
| Time value: | 0.19 |
| Break-even: | 551.90 |
| Moneyness: | 0.70 |
| Premium: | 0.43 |
| Premium p.a.: | 1.09 |
| Spread abs.: | 0.08 |
| Spread %: | 72.73% |
| Delta: | 0.06 |
| Theta: | -0.03 |
| Omega: | 12.21 |
| Rho: | 0.10 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1200 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.75% | ||
|---|---|---|---|
| 1 Month | -31.58% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.1100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1545 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 298.01% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
