UniCredit Call 15 FORTUM 18.12.2024
/ DE000HD1TCU9
UniCredit Call 15 FORTUM 18.12.20.../ DE000HD1TCU9 /
| 31/05/2024 19:25:41 |
Chg.-0.030 |
Bid21:59:19 |
Ask21:59:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-3.75% |
0.780
Bid Size: 4,000 |
0.860
Ask Size: 4,000 |
Fortum Corporation |
15.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD1TCU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.99 |
| Time value: |
0.86 |
| Break-even: |
15.86 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
10.26% |
| Delta: |
0.45 |
| Theta: |
0.00 |
| Omega: |
7.31 |
| Rho: |
0.03 |
Quote data
| Open: |
0.780 |
| High: |
0.830 |
| Low: |
0.760 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.75% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+450.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.770 |
| 1M High / 1M Low: |
1.130 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
