UniCredit Call 16.5 FORTUM 18.12.2024
/ DE000HD71VF0
UniCredit Call 16.5 FORTUM 18.12..../ DE000HD71VF0 /
| 11/10/2024 19:31:49 |
Chg.+0.010 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+16.67% |
0.030
Bid Size: 10,000 |
0.720
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: |
19.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.24 |
| Parity: |
-2.17 |
| Time value: |
0.72 |
| Break-even: |
17.22 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.69 |
| Spread %: |
2,300.00% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
6.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.070 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-63.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.030 |
| 1M High / 1M Low: |
0.070 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
643.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
