UC WAR. CALL 12/24 VVD/ DE000HD2B5F8 /
2024-08-02 9:45:20 PM | Chg.+0.0900 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5800EUR | +18.37% | 0.3900 Bid Size: 8,000 |
0.6800 Ask Size: 8,000 |
VEOLIA ENVIRONNE. EO... | 32.00 - | 2024-12-18 | Call |
Master data
WKN: | HD2B5F |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VEOLIA ENVIRONNE. EO 5 |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-01-31 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 41.63 |
Leverage: | Yes |
Calculated values
Fair value: | 0.32 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.19 |
Parity: | -3.69 |
Time value: | 0.68 |
Break-even: | 32.68 |
Moneyness: | 0.88 |
Premium: | 0.15 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.29 |
Spread %: | 74.36% |
Delta: | 0.27 |
Theta: | -0.01 |
Omega: | 11.23 |
Rho: | 0.03 |
Quote data
Open: | 0.4900 |
---|---|
High: | 0.5800 |
Low: | 0.4900 |
Previous Close: | 0.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.94% | ||
---|---|---|---|
1 Month | -42.57% | ||
3 Months | -41.41% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7600 | 0.4900 |
---|---|---|
1M High / 1M Low: | 1.1100 | 0.4900 |
6M High / 6M Low: | 2.0600 | 0.4900 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7574 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1442 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 193.42% | |
Volatility 6M: | 169.39% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |