UniCredit Call 450 2FE 18.12.2024
/ DE000HD2HVQ0
UniCredit Call 450 2FE 18.12.2024/ DE000HD2HVQ0 /
| 2024-09-25 10:07:13 AM |
Chg.-0.04 |
Bid11:41:38 AM |
Ask11:41:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-2.92% |
1.27
Bid Size: 60,000 |
1.29
Ask Size: 60,000 |
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: |
29.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-2.20 |
| Time value: |
1.47 |
| Break-even: |
464.70 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.09 |
| Spread %: |
6.52% |
| Delta: |
0.40 |
| Theta: |
-0.14 |
| Omega: |
11.58 |
| Rho: |
0.36 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.00% |
| 1 Month |
|
|
-27.32% |
| 3 Months |
|
|
+30.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.00 |
| 1M High / 1M Low: |
2.59 |
1.00 |
| 6M High / 6M Low: |
2.59 |
0.58 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
45.45 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
15.50 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.66% |
| Volatility 6M: |
|
225.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
