UC WAR. CALL 12/24 VVD/ DE000HD1TEY7 /
| 15/11/2024 21:45:41 | Chg.+0.0400 | Bid21:59:09 | Ask21:59:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3000EUR | +15.38% | 0.1500 Bid Size: 10,000 |
0.4500 Ask Size: 10,000 |
VEOLIA ENVIRONNE. EO... | 30.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TEY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 63.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.18 |
| Parity: | -1.42 |
| Time value: | 0.45 |
| Break-even: | 30.45 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 1.06 |
| Spread abs.: | 0.30 |
| Spread %: | 200.00% |
| Delta: | 0.31 |
| Theta: | -0.01 |
| Omega: | 19.49 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3500 |
| Low: | 0.2900 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.92% | ||
|---|---|---|---|
| 1 Month | -80.52% | ||
| 3 Months | -68.75% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 1.5400 | 0.2600 |
| 6M High / 6M Low: | 3.3100 | 0.2600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4705 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 287.47% | |
| Volatility 6M: | 196.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
