UC WAR. CALL 06/24 FOT/ DE000HC72007 /
| 2024-05-17 9:46:32 PM | Chg.- | Bid9:59:00 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6100EUR | - | 2.5800 Bid Size: 2,000 |
- Ask Size: - |
Fortum Corporation | 12.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7200 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fortum Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-05-20 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.89 |
|---|---|
| Intrinsic value: | 1.88 |
| Implied volatility: | 1.65 |
| Historic volatility: | 0.25 |
| Parity: | 1.88 |
| Time value: | 0.73 |
| Break-even: | 14.61 |
| Moneyness: | 1.16 |
| Premium: | 0.05 |
| Premium p.a.: | 4.48 |
| Spread abs.: | 0.03 |
| Spread %: | 1.16% |
| Delta: | 0.74 |
| Theta: | -0.06 |
| Omega: | 3.95 |
| Rho: | 0.00 |
Quote data
| Open: | 2.4000 |
|---|---|
| High: | 2.6600 |
| Low: | 2.4000 |
| Previous Close: | 2.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +94.78% | ||
| 3 Months | +350.00% | ||
| YTD | +50.87% | ||
| 1 Year | +63.13% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.6100 | 1.3400 |
| 6M High / 6M Low: | 2.6100 | 0.2700 |
| High (YTD): | 2024-05-17 | 2.6100 |
| Low (YTD): | 2024-02-23 | 0.2700 |
| 52W High: | 2024-05-17 | 2.6100 |
| 52W Low: | 2024-02-23 | 0.2700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.8962 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0577 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1846 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 145.70% | |
| Volatility 6M: | 213.64% | |
| Volatility 1Y: | 181.04% | |
| Volatility 3Y: | - |
