UC WAR. CALL 06/24 2FE/ DE000HD0QZ54 /
2024-05-23 1:47:00 PM | Chg.-0.0300 | Bid2:23:10 PM | Ask2:23:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3000EUR | -9.09% | 0.3100 Bid Size: 45,000 |
0.3300 Ask Size: 45,000 |
FERRARI N.V. | 400.00 - | 2024-06-19 | Call |
Master data
WKN: | HD0QZ5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FERRARI N.V. |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-11-16 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 68.75 |
Leverage: | Yes |
Calculated values
Fair value: | 0.49 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.24 |
Parity: | -1.50 |
Time value: | 0.56 |
Break-even: | 405.60 |
Moneyness: | 0.96 |
Premium: | 0.05 |
Premium p.a.: | 1.02 |
Spread abs.: | 0.31 |
Spread %: | 124.00% |
Delta: | 0.32 |
Theta: | -0.20 |
Omega: | 22.23 |
Rho: | 0.09 |
Quote data
Open: | 0.3800 |
---|---|
High: | 0.3800 |
Low: | 0.3000 |
Previous Close: | 0.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -38.78% | ||
---|---|---|---|
1 Month | -82.86% | ||
3 Months | -79.45% | ||
YTD | +172.73% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5500 | 0.3300 |
---|---|---|
1M High / 1M Low: | 1.8600 | 0.3300 |
6M High / 6M Low: | 2.4300 | 0.0430 |
High (YTD): | 2024-03-25 | 2.4300 |
Low (YTD): | 2024-01-25 | 0.0430 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9114 | |
Avg. volume 1M: | 119.0476 | |
Avg. price 6M: | 0.8539 | |
Avg. volume 6M: | 59.2581 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 353.61% | |
Volatility 6M: | 632.92% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |