UniCredit Call 550 2FE 18.12.2024/  DE000HD45ZN9  /

Frankfurt Zert./HVB
2024-05-24  7:38:05 PM Chg.+0.010 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% 0.160
Bid Size: 10,000
0.240
Ask Size: 10,000
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: 160.88
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -16.39
Time value: 0.24
Break-even: 552.40
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 0.88
Spread abs.: 0.08
Spread %: 50.00%
Delta: 0.07
Theta: -0.03
Omega: 11.53
Rho: 0.14
 

Quote data

Open: 0.190
High: 0.200
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -40.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.430 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   292.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -