UC WAR. CALL 06/24 FOT/ DE000HC78V35 /
| 2024-04-30 9:46:05 PM | Chg.-0.0600 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5000EUR | -3.85% | 1.4500 Bid Size: 3,000 |
1.5300 Ask Size: 3,000 |
Fortum Corporation | 11.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC78V3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fortum Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-08 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.48 |
|---|---|
| Intrinsic value: | 1.38 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.25 |
| Parity: | 1.38 |
| Time value: | 0.15 |
| Break-even: | 12.53 |
| Moneyness: | 1.13 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.08 |
| Spread %: | 5.52% |
| Delta: | 0.87 |
| Theta: | 0.00 |
| Omega: | 7.07 |
| Rho: | 0.01 |
Quote data
| Open: | 2.0000 |
|---|---|
| High: | 2.0000 |
| Low: | 1.4800 |
| Previous Close: | 1.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.70% | ||
|---|---|---|---|
| 1 Month | +54.64% | ||
| 3 Months | -14.77% | ||
| YTD | -39.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.5600 | 1.3700 |
|---|---|---|
| 1M High / 1M Low: | 1.6100 | 0.9500 |
| 6M High / 6M Low: | 3.2600 | 0.5900 |
| High (YTD): | 2024-01-08 | 3.2600 |
| Low (YTD): | 2024-02-22 | 0.5900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3852 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7042 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 166.78% | |
| Volatility 6M: | 163.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
