UniCredit Call 520 2FE 18.12.2024/  DE000HD4RV95  /

EUWAX
21/06/2024  20:51:25 Chg.-0.030 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.210EUR -12.50% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 520.00 - 18/12/2024 Call
 

Master data

WKN: HD4RV9
Issuer: UniCredit
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 18/12/2024
Issue date: 17/04/2024
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 137.46
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -13.51
Time value: 0.28
Break-even: 522.80
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.87
Spread abs.: 0.08
Spread %: 40.00%
Delta: 0.09
Theta: -0.04
Omega: 12.02
Rho: 0.15
 

Quote data

Open: 0.240
High: 0.240
Low: 0.210
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.290 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -