UC WAR. CALL 12/24 VVD/ DE000HD1TEY7 /
8/2/2024 9:47:18 PM | Chg.+0.1400 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1600EUR | +13.73% | 0.9700 Bid Size: 4,000 |
1.2600 Ask Size: 4,000 |
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: | 22.47 |
Leverage: | Yes |
Calculated values
Fair value: | 0.78 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.19 |
Parity: | -1.69 |
Time value: | 1.26 |
Break-even: | 31.26 |
Moneyness: | 0.94 |
Premium: | 0.10 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.29 |
Spread %: | 29.90% |
Delta: | 0.42 |
Theta: | -0.01 |
Omega: | 9.45 |
Rho: | 0.04 |
Quote data
Open: | 1.1200 |
---|---|
High: | 1.2000 |
Low: | 1.0600 |
Previous Close: | 1.0200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.71% | ||
---|---|---|---|
1 Month | -34.09% | ||
3 Months | -31.76% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5000 | 1.0200 |
---|---|---|
1M High / 1M Low: | 1.9400 | 1.0200 |
6M High / 6M Low: | 3.3100 | 1.0200 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4396 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9104 | |
Avg. volume 6M: | 2.2992 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 165.86% | |
Volatility 6M: | 147.62% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |