UC WAR. CALL 12/24 2FE/ DE000HD45ZN9 /
| 2024-09-24 3:46:48 PM | Chg.+0.0090 | Bid4:44:35 PM | Ask2024-09-24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0860EUR | +11.69% | 0.0850 Bid Size: 60,000 |
- Ask Size: 25,000 |
FERRARI N.V. | 550.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD45ZN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FERRARI N.V. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 331.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.25 |
| Parity: | -11.93 |
| Time value: | 0.13 |
| Break-even: | 551.30 |
| Moneyness: | 0.78 |
| Premium: | 0.28 |
| Premium p.a.: | 1.89 |
| Spread abs.: | 0.07 |
| Spread %: | 124.14% |
| Delta: | 0.05 |
| Theta: | -0.04 |
| Omega: | 17.72 |
| Rho: | 0.05 |
Quote data
| Open: | 0.0700 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0700 |
| Previous Close: | 0.0770 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +62.26% | ||
|---|---|---|---|
| 1 Month | -57.00% | ||
| 3 Months | -42.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0780 | 0.0500 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0638 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1404 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 363.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
