UniCredit Call 12 FORTUM 18.12.2024
/ DE000HD1YJR0
UniCredit Call 12 FORTUM 18.12.20.../ DE000HD1YJR0 /
22/08/2024 13:30:43 |
Chg.+0.200 |
Bid21:59:13 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.760EUR |
+7.81% |
- Bid Size: - |
- Ask Size: - |
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: |
22/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
2.22 |
Implied volatility: |
0.47 |
Historic volatility: |
0.25 |
Parity: |
2.22 |
Time value: |
0.54 |
Break-even: |
14.76 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.20 |
Spread %: |
7.81% |
Delta: |
0.80 |
Theta: |
-0.01 |
Omega: |
4.14 |
Rho: |
0.02 |
Quote data
Open: |
2.660 |
High: |
2.760 |
Low: |
2.660 |
Previous Close: |
2.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+21.05% |
3 Months |
|
|
+15.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.760 |
2.360 |
6M High / 6M Low: |
3.090 |
0.800 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.521 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.978 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.84% |
Volatility 6M: |
|
120.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |