UC WAR. CALL 12/24 FOT/  DE000HD1YJR0  /

gettex Zertifikate
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:   -