UC WAR. CALL 12/24 VVD/ DE000HD4RVH4 /
| 09/07/2024 21:46:28 | Chg.-0.1800 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9200EUR | -8.57% | 1.8700 Bid Size: 2,000 |
1.9400 Ask Size: 2,000 |
VEOLIA ENVIRONNE. EO... | 29.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD4RVH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 29.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 17/04/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | 0.08 |
| Time value: | 2.06 |
| Break-even: | 31.14 |
| Moneyness: | 1.00 |
| Premium: | 0.07 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.08 |
| Spread %: | 3.88% |
| Delta: | 0.58 |
| Theta: | -0.01 |
| Omega: | 7.86 |
| Rho: | 0.07 |
Quote data
| Open: | 2.1200 |
|---|---|
| High: | 2.1200 |
| Low: | 1.9200 |
| Previous Close: | 2.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.03% | ||
|---|---|---|---|
| 1 Month | -45.45% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4900 | 1.9400 |
|---|---|---|
| 1M High / 1M Low: | 3.2100 | 1.8500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3276 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 171.28% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
