UC WAR. CALL 12/24 FOT/ DE000HD6NS92 /
| 05/08/2024 13:45:35 | Chg.-0.1400 | Bid14:28:35 | Ask14:28:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | -37.84% | 0.1900 Bid Size: 10,000 |
0.3100 Ask Size: 10,000 |
Fortum Corporation | 15.50 - | 18/12/2024 | Call |
Master data
| WKN: | HD6NS9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fortum Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.50 - |
| Maturity: | 18/12/2024 |
| Issue date: | 27/06/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.25 |
| Parity: | -1.19 |
| Time value: | 0.68 |
| Break-even: | 16.18 |
| Moneyness: | 0.92 |
| Premium: | 0.13 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.34 |
| Spread %: | 100.00% |
| Delta: | 0.40 |
| Theta: | 0.00 |
| Omega: | 8.35 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1900 |
|---|---|
| High: | 0.2300 |
| Low: | 0.1900 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.69% | ||
|---|---|---|---|
| 1 Month | -52.08% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.2500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3367 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
