UC WAR. CALL 12/24 VVD/ DE000HD1TEZ4 /
| 2024-09-06 9:45:59 PM | Chg.-0.0500 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -17.24% | 0.0100 Bid Size: 10,000 |
0.6200 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: | 47.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.19 |
| Parity: | -4.40 |
| Time value: | 0.62 |
| Break-even: | 34.62 |
| Moneyness: | 0.87 |
| Premium: | 0.17 |
| Premium p.a.: | 0.75 |
| Spread abs.: | 0.61 |
| Spread %: | 6,100.00% |
| Delta: | 0.24 |
| Theta: | -0.01 |
| Omega: | 11.36 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2300 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | +4.35% | ||
| 3 Months | -75.51% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2900 | 0.2300 |
|---|---|---|
| 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: | 0.2520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2217 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5344 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 161.50% | |
| Volatility 6M: | 188.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
