UC WAR. CALL 12/24 FOT/ DE000HD1YJR0 /
| 7/31/2024 9:46:22 AM | Chg.+0.0800 | Bid9:51:16 AM | Ask9:51:16 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2800EUR | +3.64% | 2.2700 Bid Size: 20,000 |
2.3000 Ask Size: 20,000 |
Fortum Corporation | 12.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD1YJR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fortum Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/18/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.19 |
|---|---|
| Intrinsic value: | 1.87 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.25 |
| Parity: | 1.87 |
| Time value: | 0.27 |
| Break-even: | 14.14 |
| Moneyness: | 1.16 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.08 |
| Spread %: | 3.88% |
| Delta: | 0.89 |
| Theta: | 0.00 |
| Omega: | 5.78 |
| Rho: | 0.04 |
Quote data
| Open: | 2.1800 |
|---|---|
| High: | 2.2800 |
| Low: | 2.1800 |
| Previous Close: | 2.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.06% | ||
|---|---|---|---|
| 1 Month | +10.14% | ||
| 3 Months | +72.73% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2000 | 1.9100 |
|---|---|---|
| 1M High / 1M Low: | 2.5500 | 1.9100 |
| 6M High / 6M Low: | 3.1100 | 0.6000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1727 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7051 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.60% | |
| Volatility 6M: | 131.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
