UC WAR. CALL 12/24 FOT/ DE000HD1TCT1 /
02/08/2024 21:45:56 | Chg.+0.0500 | Bid21:59:30 | Ask21:59:30 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5800EUR | +3.27% | 1.4800 Bid Size: 3,000 |
1.8200 Ask Size: 3,000 |
Fortum Corporation | 13.00 - | 18/12/2024 | Call |
Master data
WKN: | HD1TCT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Fortum Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/01/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.86 |
Leverage: | Yes |
Calculated values
Fair value: | 1.77 |
---|---|
Intrinsic value: | 1.31 |
Implied volatility: | 0.27 |
Historic volatility: | 0.25 |
Parity: | 1.31 |
Time value: | 0.51 |
Break-even: | 14.82 |
Moneyness: | 1.10 |
Premium: | 0.04 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.34 |
Spread %: | 22.97% |
Delta: | 0.77 |
Theta: | 0.00 |
Omega: | 6.08 |
Rho: | 0.03 |
Quote data
Open: | 1.3900 |
---|---|
High: | 1.5800 |
Low: | 1.3900 |
Previous Close: | 1.5300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +28.46% | ||
---|---|---|---|
1 Month | -10.23% | ||
3 Months | +29.51% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5800 | 1.3300 |
---|---|---|
1M High / 1M Low: | 1.7600 | 1.1800 |
6M High / 6M Low: | 2.3400 | 0.3900 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4109 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1843 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 98.97% | |
Volatility 6M: | 150.01% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |