UniCredit Call 10.5 FORTUM 19.06.2024
/ DE000HD2XSU5
UniCredit Call 10.5 FORTUM 19.06..../ DE000HD2XSU5 /
| 2024-04-30 7:27:12 PM |
Chg.-0.030 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
-1.52% |
1.890
Bid Size: 2,000 |
1.970
Ask Size: 2,000 |
Fortum Corporation |
10.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD2XSU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
1.88 |
| Time value: |
0.08 |
| Break-even: |
12.46 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
4.26% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
6.02 |
| Rho: |
0.01 |
Quote data
| Open: |
2.240 |
| High: |
2.370 |
| Low: |
1.920 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.38% |
| 1 Month |
|
|
+51.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.740 |
| 1M High / 1M Low: |
1.970 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
