UniCredit Call 550 2FE 18.12.2024/  DE000HD45ZN9  /

EUWAX
2024-05-24  9:00:36 PM Chg.+0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% -
Bid Size: -
-
Ask Size: -
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: 0.170
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -41.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.370 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   405.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -