UC WAR. CALL 12/24 VVD/ DE000HD4RVH4 /
09/09/2024 21:45:27 | Chg.+0.2600 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0700EUR | +14.36% | 2.0200 Bid Size: 2,000 |
2.1000 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: | 15.42 |
Leverage: | Yes |
Calculated values
Fair value: | 1.65 |
---|---|
Intrinsic value: | 0.60 |
Implied volatility: | 0.24 |
Historic volatility: | 0.19 |
Parity: | 0.60 |
Time value: | 1.32 |
Break-even: | 30.92 |
Moneyness: | 1.02 |
Premium: | 0.04 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.31 |
Spread %: | 19.25% |
Delta: | 0.62 |
Theta: | -0.01 |
Omega: | 9.56 |
Rho: | 0.05 |
Quote data
Open: | 1.9200 |
---|---|
High: | 2.0900 |
Low: | 1.9200 |
Previous Close: | 1.8100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.90% | ||
---|---|---|---|
1 Month | +59.23% | ||
3 Months | -41.19% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.1900 | 1.8100 |
---|---|---|
1M High / 1M Low: | 2.1900 | 1.1700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.0220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7124 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 129.43% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |