UniCredit Call 14.5 FORTUM 19.06.2024
/ DE000HD5D028
UniCredit Call 14.5 FORTUM 19.06..../ DE000HD5D028 /
| 13/06/2024 12:39:50 |
Chg.+0.001 |
Bid13:00:41 |
Ask13:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
+1.79% |
0.058
Bid Size: 30,000 |
0.075
Ask Size: 30,000 |
Fortum Corporation |
14.50 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD5D02 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
19/06/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
18/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
118.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-0.34 |
| Time value: |
0.12 |
| Break-even: |
14.62 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
5.99 |
| Spread abs.: |
0.09 |
| Spread %: |
300.00% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
36.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.045 |
| High: |
0.057 |
| Low: |
0.038 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.75% |
| 1 Month |
|
|
-70.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.044 |
| 1M High / 1M Low: |
0.580 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
