UniCredit Call 500 2FE 18.12.2024
/ DE000HD35W50
UniCredit Call 500 2FE 18.12.2024/ DE000HD35W50 /
24/09/2024 19:26:43 |
Chg.-0.040 |
Bid21:59:12 |
Ask21:59:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-11.11% |
0.300 Bid Size: 10,000 |
0.390 Ask Size: 10,000 |
FERRARI N.V. |
500.00 EUR |
18/12/2024 |
Call |
Master data
WKN: |
HD35W5 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 EUR |
Maturity: |
18/12/2024 |
Issue date: |
28/02/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
100.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
-6.93 |
Time value: |
0.43 |
Break-even: |
504.30 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.09 |
Spread %: |
26.47% |
Delta: |
0.15 |
Theta: |
-0.08 |
Omega: |
15.52 |
Rho: |
0.15 |
Quote data
Open: |
0.340 |
High: |
0.350 |
Low: |
0.280 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+28.00% |
1 Month |
|
|
-39.62% |
3 Months |
|
|
-5.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.230 |
1M High / 1M Low: |
0.830 |
0.230 |
6M High / 6M Low: |
0.980 |
0.150 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.487 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.434 |
Avg. volume 6M: |
|
3.898 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
362.72% |
Volatility 6M: |
|
294.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |