UC WAR. CALL 12/24 FOT/ DE000HD2HVP2 /
11/10/2024 21:45:19 | Chg.+0.1700 | Bid21:59:04 | Ask21:59:04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8600EUR | +24.64% | 0.7100 Bid Size: 5,000 |
1.0500 Ask Size: 5,000 |
Fortum Corporation | 14.00 - | 18/12/2024 | Call |
Master data
WKN: | HD2HVP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Fortum Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.00 - |
Maturity: | 18/12/2024 |
Issue date: | 07/02/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.82 |
---|---|
Intrinsic value: | 0.34 |
Implied volatility: | 0.34 |
Historic volatility: | 0.24 |
Parity: | 0.34 |
Time value: | 0.72 |
Break-even: | 15.05 |
Moneyness: | 1.02 |
Premium: | 0.05 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.34 |
Spread %: | 47.89% |
Delta: | 0.61 |
Theta: | -0.01 |
Omega: | 8.31 |
Rho: | 0.01 |
Quote data
Open: | 0.6100 |
---|---|
High: | 0.8600 |
Low: | 0.6100 |
Previous Close: | 0.6900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +19.44% | ||
---|---|---|---|
1 Month | +38.71% | ||
3 Months | +3.61% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8600 | 0.6500 |
---|---|---|
1M High / 1M Low: | 0.9100 | 0.5500 |
6M High / 6M Low: | 1.6700 | 0.5400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7124 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9275 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 198.23% | |
Volatility 6M: | 161.52% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |