UniCredit Call 12 FORTUM 18.12.2024
/ DE000HD1YJR0
UniCredit Call 12 FORTUM 18.12.20.../ DE000HD1YJR0 /
| 05/07/2024 19:33:59 |
Chg.-0.140 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
-5.51% |
2.380
Bid Size: 2,000 |
2.460
Ask Size: 2,000 |
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: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
2.11 |
| Time value: |
0.37 |
| Break-even: |
14.47 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
3.35% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
4.97 |
| Rho: |
0.04 |
Quote data
| Open: |
2.630 |
| High: |
2.660 |
| Low: |
2.400 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.50% |
| 1 Month |
|
|
+4.80% |
| 3 Months |
|
|
+118.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.300 |
| 1M High / 1M Low: |
2.920 |
2.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
