UC WAR. CALL 12/24 FOT/ DE000HD1YJR0 /
22/08/2024 11:45:57 | Chg.- | Bid13:16:00 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6900EUR | - | 2.7600 Bid Size: 15,000 |
- Ask Size: - |
Fortum Corporation | 12.00 - | 18/12/2024 | Call |
Master data
WKN: | HD1YJR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Fortum Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 18/12/2024 |
Issue date: | 18/01/2024 |
Last trading day: | 22/08/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.53 |
Leverage: | Yes |
Calculated values
Fair value: | 2.35 |
---|---|
Intrinsic value: | 2.16 |
Implied volatility: | 0.38 |
Historic volatility: | 0.25 |
Parity: | 2.16 |
Time value: | 0.41 |
Break-even: | 14.56 |
Moneyness: | 1.18 |
Premium: | 0.03 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.83 |
Theta: | 0.00 |
Omega: | 4.60 |
Rho: | 0.03 |
Quote data
Open: | 2.5600 |
---|---|
High: | 2.6900 |
Low: | 2.5600 |
Previous Close: | 2.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +31.86% | ||
3 Months | +12.55% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.6900 | 2.0400 |
6M High / 6M Low: | 3.1100 | 0.8400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.4431 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9743 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 85.82% | |
Volatility 6M: | 116.84% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |