UniCredit Call 11 FORTUM 19.06.2024
/ DE000HC78V35
UniCredit Call 11 FORTUM 19.06.20.../ DE000HC78V35 /
| 2024-04-30 7:29:01 PM |
Chg.-0.060 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
-3.85% |
1.450
Bid Size: 3,000 |
1.530
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: |
1.690 |
| High: |
1.930 |
| Low: |
1.490 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.49% |
| 1 Month |
|
|
+59.57% |
| 3 Months |
|
|
-13.79% |
| YTD |
|
|
-39.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.330 |
| 1M High / 1M Low: |
1.560 |
0.900 |
| 6M High / 6M Low: |
3.220 |
0.570 |
| High (YTD): |
2024-01-08 |
3.220 |
| Low (YTD): |
2024-02-23 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.676 |
| Avg. volume 6M: |
|
12 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.94% |
| Volatility 6M: |
|
167.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
