UniCredit Call 12.5 FORTUM 19.06.2024
/ DE000HD3G000
UniCredit Call 12.5 FORTUM 19.06..../ DE000HD3G000 /
| 20/05/2024 11:27:27 |
Chg.+0.020 |
Bid21:59:22 |
Ask11:38:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.180EUR |
+0.93% |
-
Bid Size: - |
-
Ask Size: - |
Fortum Corporation |
12.50 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD3G00 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
19/06/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
20/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
1.40 |
| Historic volatility: |
0.25 |
| Parity: |
1.46 |
| Time value: |
0.75 |
| Break-even: |
14.70 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
3.86 |
| Spread abs.: |
0.13 |
| Spread %: |
6.28% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
4.53 |
| Rho: |
0.00 |
Quote data
| Open: |
2.140 |
| High: |
2.190 |
| Low: |
2.130 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+105.66% |
| 3 Months |
|
|
+489.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.180 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
