UC WAR. CALL 12/24 FOT/ DE000HD2HVP2 /
| 2024-09-24 9:45:28 PM | Chg.+0.0800 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | +13.11% | 0.6600 Bid Size: 5,000 |
0.7500 Ask Size: 5,000 |
Fortum Corporation | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2HVP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fortum Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-07 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.25 |
| Parity: | 0.25 |
| Time value: | 0.41 |
| Break-even: | 14.66 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.09 |
| Spread %: | 15.79% |
| Delta: | 0.64 |
| Theta: | 0.00 |
| Omega: | 13.78 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.6900 |
| Low: | 0.5600 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.76% | ||
|---|---|---|---|
| 1 Month | -37.27% | ||
| 3 Months | -47.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 1.0900 | 0.5500 |
| 6M High / 6M Low: | 1.6700 | 0.3700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7605 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9004 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 182.68% | |
| Volatility 6M: | 165.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
