UC WAR. CALL 12/24 VVD/ DE000HD1TEY7 /
| 10/11/2024 9:45:13 PM | Chg.+0.1100 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2100EUR | +10.00% | 1.0700 Bid Size: 3,000 |
1.3800 Ask Size: 3,000 |
VEOLIA ENVIRONNE. EO... | 30.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD1TEY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | -0.20 |
| Time value: | 1.38 |
| Break-even: | 31.38 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.31 |
| Spread %: | 28.97% |
| Delta: | 0.52 |
| Theta: | -0.01 |
| Omega: | 11.25 |
| Rho: | 0.03 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.2100 |
| Low: | 1.0400 |
| Previous Close: | 1.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.31% | ||
|---|---|---|---|
| 1 Month | -14.18% | ||
| 3 Months | -17.12% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2100 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | 1.5900 | 0.9600 |
| 6M High / 6M Low: | 3.3100 | 0.7800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3091 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6335 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 176.26% | |
| Volatility 6M: | 160.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
