UniCredit Call 380 2FE 19.06.2024
/ DE000HC7CEJ2
UniCredit Call 380 2FE 19.06.2024/ DE000HC7CEJ2 /
| 2024-05-03 7:31:33 PM |
Chg.+0.330 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.060EUR |
+12.09% |
3.060
Bid Size: 3,000 |
3.150
Ask Size: 3,000 |
FERRARI N.V. |
380.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC7CEJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.67 |
| Time value: |
1.12 |
| Break-even: |
407.90 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.09 |
| Spread %: |
3.33% |
| Delta: |
0.69 |
| Theta: |
-0.19 |
| Omega: |
9.79 |
| Rho: |
0.32 |
Quote data
| Open: |
2.900 |
| High: |
3.290 |
| Low: |
2.900 |
| Previous Close: |
2.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.75% |
| 1 Month |
|
|
+47.12% |
| 3 Months |
|
|
+255.81% |
| YTD |
|
|
+1290.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.060 |
2.220 |
| 1M High / 1M Low: |
3.060 |
2.080 |
| 6M High / 6M Low: |
3.720 |
0.110 |
| High (YTD): |
2024-03-26 |
3.720 |
| Low (YTD): |
2024-01-25 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.655 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.40% |
| Volatility 6M: |
|
473.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
