UC WAR. CALL 06/24 FOT/ DE000HC72007 /
| 5/17/2024 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 - | 6/19/2024 | Call |
Master data
| WKN: | HC7200 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fortum Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 5/30/2023 |
| Last trading day: | 5/20/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.04 |
|---|---|
| Intrinsic value: | 2.02 |
| Implied volatility: | 1.18 |
| Historic volatility: | 0.25 |
| Parity: | 2.02 |
| Time value: | 0.60 |
| Break-even: | 14.61 |
| Moneyness: | 1.17 |
| Premium: | 0.04 |
| Premium p.a.: | 1.32 |
| Spread abs.: | 0.03 |
| Spread %: | 1.16% |
| Delta: | 0.77 |
| Theta: | -0.03 |
| Omega: | 4.12 |
| 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 | +243.42% | ||
| 3 Months | +715.63% | ||
| YTD | +50.87% | ||
| 1 Year | +72.85% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.6100 | 1.1600 |
| 6M High / 6M Low: | 2.6100 | 0.2700 |
| High (YTD): | 5/17/2024 | 2.6100 |
| Low (YTD): | 2/23/2024 | 0.2700 |
| 52W High: | 5/17/2024 | 2.6100 |
| 52W Low: | 2/23/2024 | 0.2700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.7000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0977 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1924 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 140.74% | |
| Volatility 6M: | 209.49% | |
| Volatility 1Y: | 179.43% | |
| Volatility 3Y: | - |
