UniCredit Call 400 2FE 19.06.2024
/ DE000HD0QZ54
UniCredit Call 400 2FE 19.06.2024/ DE000HD0QZ54 /
2024-05-23 1:17:55 PM |
Chg.-0.040 |
Bid1:57:36 PM |
Ask1:57:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-12.90% |
0.300 Bid Size: 45,000 |
0.320 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: |
0.380 |
High: |
0.390 |
Low: |
0.230 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-44.90% |
1 Month |
|
|
-83.44% |
3 Months |
|
|
-80.99% |
YTD |
|
|
+145.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.310 |
1M High / 1M Low: |
1.830 |
0.300 |
6M High / 6M Low: |
2.430 |
0.043 |
High (YTD): |
2024-03-26 |
2.430 |
Low (YTD): |
2024-01-25 |
0.043 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.400 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.899 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.825 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
342.41% |
Volatility 6M: |
|
585.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |