UniCredit Call 11.5 FORTUM 19.06.2024
/ DE000HD2NCG9
UniCredit Call 11.5 FORTUM 19.06..../ DE000HD2NCG9 /
| 2024-05-02 1:57:32 PM |
Chg.+0.47 |
Bid2:03:28 PM |
Ask2:03:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
+43.12% |
1.54
Bid Size: 15,000 |
1.56
Ask Size: 15,000 |
Fortum Corporation |
11.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD2NCG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.88 |
| Time value: |
0.25 |
| Break-even: |
12.63 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
7.62% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
8.49 |
| Rho: |
0.01 |
Quote data
| Open: |
1.39 |
| High: |
1.56 |
| Low: |
1.39 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.00% |
| 1 Month |
|
|
+151.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.97 |
| 1M High / 1M Low: |
1.17 |
0.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
