UniCredit Call 16 FORTUM 18.12.2024
/ DE000HD1TCV7
UniCredit Call 16 FORTUM 18.12.20.../ DE000HD1TCV7 /
11/10/2024 19:31:47 |
Chg.+0.030 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+25.00% |
0.010 Bid Size: 10,000 |
0.350 Ask Size: 10,000 |
Fortum Corporation |
16.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD1TCV |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Fortum Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
18/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
40.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-1.67 |
Time value: |
0.35 |
Break-even: |
16.35 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
1.05 |
Spread abs.: |
0.34 |
Spread %: |
3,400.00% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
11.32 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.150 |
Low: |
0.120 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+87.50% |
1 Month |
|
|
+36.36% |
3 Months |
|
|
-40.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.070 |
1M High / 1M Low: |
0.150 |
0.060 |
6M High / 6M Low: |
0.770 |
0.020 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.106 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.296 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
510.23% |
Volatility 6M: |
|
1,090.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |