UC WAR. CALL 03/25 VVU/ DE000HD7T574 /
| 2024-09-06 9:46:35 PM | Chg.+0.0400 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0500EUR | +3.96% | 0.9600 Bid Size: 4,000 |
1.9300 Ask Size: 4,000 |
VIVENDI SE INH. E... | 10.50 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD7T57 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VIVENDI SE INH. EO 5,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.50 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-08-12 |
| Last trading day: | 2025-03-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.21 |
| Parity: | -0.30 |
| Time value: | 1.04 |
| Break-even: | 11.54 |
| Moneyness: | 0.97 |
| Premium: | 0.13 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.08 |
| Spread %: | 8.33% |
| Delta: | 0.54 |
| Theta: | 0.00 |
| Omega: | 5.28 |
| Rho: | 0.02 |
Quote data
| Open: | 0.9500 |
|---|---|
| High: | 1.0500 |
| Low: | 0.9500 |
| Previous Close: | 1.0100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.53% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
