UC WAR. CALL 06/24 2FE/ DE000HD4RV87 /
2024-05-03 7:47:14 PM | Chg.+0.1300 | Bid7:49:05 PM | Ask7:49:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5500EUR | +30.95% | 0.5300 Bid Size: 12,000 |
0.5700 Ask Size: 12,000 |
FERRARI N.V. | 440.00 - | 2024-06-19 | Call |
Master data
WKN: | HD4RV8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FERRARI N.V. |
Type: | Warrant |
Option type: | Call |
Strike price: | 440.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2024-04-17 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 80.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.24 |
Parity: | -4.33 |
Time value: | 0.49 |
Break-even: | 444.90 |
Moneyness: | 0.90 |
Premium: | 0.12 |
Premium p.a.: | 1.44 |
Spread abs.: | 0.09 |
Spread %: | 22.50% |
Delta: | 0.21 |
Theta: | -0.14 |
Omega: | 16.66 |
Rho: | 0.10 |
Quote data
Open: | 0.4700 |
---|---|
High: | 0.5900 |
Low: | 0.4500 |
Previous Close: | 0.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +25.00% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.4400 | 0.3100 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3925 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |