UC WAR. CALL 12/24 VVD/ DE000HD2B5F8 /
| 31/07/2024 17:47:00 | Chg.+0.0200 | Bid19:31:37 | Ask19:31:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | +2.70% | 0.7200 Bid Size: 5,000 |
0.7600 Ask Size: 5,000 |
VEOLIA ENVIRONNE. EO... | 32.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD2B5F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 31/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.19 |
| Parity: | -2.93 |
| Time value: | 0.77 |
| Break-even: | 32.77 |
| Moneyness: | 0.91 |
| Premium: | 0.13 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.08 |
| Spread %: | 11.59% |
| Delta: | 0.31 |
| Theta: | -0.01 |
| Omega: | 11.66 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7500 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.67% | ||
|---|---|---|---|
| 1 Month | -7.32% | ||
| 3 Months | -11.63% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.6000 |
| 6M High / 6M Low: | 2.0600 | 0.6000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7864 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1724 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 169.76% | |
| Volatility 6M: | 159.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
