UC WAR. CALL 12/24 VVD/ DE000HD1TEZ4 /
| 2024-10-11 9:45:33 PM | Chg.0.0000 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | 0.00% | 0.0100 Bid Size: 10,000 |
0.6300 Ask Size: 10,000 |
VEOLIA ENVIRONNE. EO... | 34.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TEZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 47.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.18 |
| Parity: | -4.20 |
| Time value: | 0.63 |
| Break-even: | 34.63 |
| Moneyness: | 0.88 |
| Premium: | 0.16 |
| Premium p.a.: | 1.27 |
| Spread abs.: | 0.62 |
| Spread %: | 6,200.00% |
| Delta: | 0.24 |
| Theta: | -0.01 |
| Omega: | 11.40 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.1600 |
| Low: | 0.0300 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | -57.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.2900 | 0.1600 |
| 6M High / 6M Low: | 1.2200 | 0.1600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2138 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4579 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 230.86% | |
| Volatility 6M: | 199.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
