UniCredit Call 15 FORTUM 18.12.20.../  DE000HD1TCU9  /

EUWAX
12/11/2024  21:37:39 Chg.-0.009 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.001EUR -90.00% -
Bid Size: -
-
Ask Size: -
Fortum Corporation 15.00 - 18/12/2024 Call
 

Master data

WKN: HD1TCU
Issuer: UniCredit
Currency: EUR
Underlying: Fortum Corporation
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 18/12/2024
Issue date: 11/01/2024
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 80.18
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -1.37
Time value: 0.17
Break-even: 15.17
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.96
Spread abs.: 0.16
Spread %: 1,600.00%
Delta: 0.21
Theta: -0.01
Omega: 17.04
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.032
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -99.73%
3 Months
  -99.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.001
1M High / 1M Low: 0.450 0.001
6M High / 6M Low: 1.100 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.479
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   6,806.20%
Volatility 6M:   2,654.51%
Volatility 1Y:   -
Volatility 3Y:   -