UC WAR. CALL 12/24 VVD/ DE000HD1TEY7 /
| 10/10/2024 9:46:15 PM | Chg.+0.0700 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1000EUR | +6.80% | 1.0700 Bid Size: 3,000 |
1.1500 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: | 27.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.18 |
| Parity: | -0.75 |
| Time value: | 1.05 |
| Break-even: | 31.05 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.08 |
| Spread %: | 8.25% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 12.65 |
| Rho: | 0.02 |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 1.1000 |
| Low: | 0.9300 |
| Previous Close: | 1.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.17% | ||
|---|---|---|---|
| 1 Month | -20.29% | ||
| 3 Months | -26.17% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1600 | 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: | 1.0640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3168 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6348 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 172.67% | |
| Volatility 6M: | 160.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
