UniCredit Call 370 2FE 19.06.2024/  DE000HD1TEA7  /

EUWAX
2024-06-05  9:00:49 PM Chg.+0.70 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.81EUR +63.06% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 370.00 - 2024-06-19 Call
 

Master data

WKN: HD1TEA
Issuer: UniCredit
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-06-19
Issue date: 2024-01-11
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.16
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.95
Implied volatility: 0.18
Historic volatility: 0.24
Parity: 0.95
Time value: 0.23
Break-even: 381.80
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.08
Spread %: 7.27%
Delta: 0.78
Theta: -0.17
Omega: 25.01
Rho: 0.11
 

Quote data

Open: 1.56
High: 1.90
Low: 1.56
Previous Close: 1.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.03%
1 Month
  -51.86%
3 Months
  -31.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.28 1.00
1M High / 1M Low: 3.82 1.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
Avg. volume 1W:   761.60
Avg. price 1M:   1.80
Avg. volume 1M:   173.09
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -