UC WAR. CALL 12/24 FOT/ DE000HD71VF0 /
10/09/2024 21:45:42 | Chg.+0.0200 | Bid10/09/2024 | Ask10/09/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1300EUR | +18.18% | 0.1200 Bid Size: 10,000 |
0.1700 Ask Size: 10,000 |
Fortum Corporation | 16.50 EUR | 18/12/2024 | Call |
Master data
WKN: | HD71VF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Fortum Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 16.50 EUR |
Maturity: | 18/12/2024 |
Issue date: | 10/07/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 67.71 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.25 |
Parity: | -2.28 |
Time value: | 0.21 |
Break-even: | 16.71 |
Moneyness: | 0.86 |
Premium: | 0.18 |
Premium p.a.: | 0.81 |
Spread abs.: | 0.17 |
Spread %: | 425.00% |
Delta: | 0.19 |
Theta: | 0.00 |
Omega: | 13.08 |
Rho: | 0.01 |
Quote data
Open: | 0.0400 |
---|---|
High: | 0.1300 |
Low: | 0.0400 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -18.75% | ||
---|---|---|---|
1 Month | -31.58% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1100 |
---|---|---|
1M High / 1M Low: | 0.2200 | 0.1100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1781 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 127.84% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |