UniCredit Call 350 2FE 19.06.2024
/ DE000HC72254
UniCredit Call 350 2FE 19.06.2024/ DE000HC72254 /
| 2024-05-17 8:52:49 PM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
350.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC7225 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-30 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.24 |
| Parity: |
2.95 |
| Time value: |
1.01 |
| Break-even: |
389.60 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
-0.08 |
| Spread %: |
-1.98% |
| Delta: |
0.74 |
| Theta: |
-0.67 |
| Omega: |
7.06 |
| Rho: |
0.09 |
Quote data
| Open: |
3.99 |
| High: |
4.13 |
| Low: |
3.99 |
| Previous Close: |
3.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-24.22% |
| 3 Months |
|
|
+5.36% |
| YTD |
|
|
+545.31% |
| 1 Year |
|
|
+516.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.70 |
2.71 |
| 6M High / 6M Low: |
6.12 |
0.42 |
| High (YTD): |
2024-03-26 |
6.12 |
| Low (YTD): |
2024-01-23 |
0.42 |
| 52W High: |
2024-03-26 |
6.12 |
| 52W Low: |
2023-09-26 |
0.27 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
17.70 |
| Avg. price 1Y: |
|
1.82 |
| Avg. volume 1Y: |
|
19.67 |
| Volatility 1M: |
|
336.59% |
| Volatility 6M: |
|
304.27% |
| Volatility 1Y: |
|
248.20% |
| Volatility 3Y: |
|
- |
