UniCredit Call 550 2FE 18.12.2024/  DE000HD45ZN9  /

EUWAX
9/24/2024  8:05:04 PM Chg.-0.010 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.066EUR -13.16% 0.051
Bid Size: 10,000
-
Ask Size: -
FERRARI N.V. 550.00 - 12/18/2024 Call
 

Master data

WKN: HD45ZN
Issuer: UniCredit
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 12/18/2024
Issue date: 3/27/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 331.31
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -11.93
Time value: 0.13
Break-even: 551.30
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 1.89
Spread abs.: 0.07
Spread %: 124.14%
Delta: 0.05
Theta: -0.04
Omega: 17.72
Rho: 0.05
 

Quote data

Open: 0.087
High: 0.087
Low: 0.066
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.92%
1 Month
  -58.75%
3 Months
  -52.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.052
1M High / 1M Low: 0.220 0.052
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   449.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -