UC WAR. CALL 12/24 VVD/ DE000HD4RVH4 /
| 11/15/2024 9:46:15 PM | Chg.+0.1000 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6200EUR | +19.23% | 0.4700 Bid Size: 8,000 |
0.7700 Ask Size: 8,000 |
VEOLIA ENVIRONNE. EO... | 29.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD4RVH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 29.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 4/17/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 53.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | -0.53 |
| Time value: | 0.53 |
| Break-even: | 29.53 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.07 |
| Spread %: | 15.22% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 22.34 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6200 |
|---|---|
| High: | 0.7100 |
| Low: | 0.6200 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.43% | ||
|---|---|---|---|
| 1 Month | -63.74% | ||
| 3 Months | -53.73% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 2.2300 | 0.5200 |
| 6M High / 6M Low: | 4.0300 | 0.5200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3635 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0320 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 267.07% | |
| Volatility 6M: | 175.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
