UC WAR. CALL 12/24 VVD/ DE000HD570S3 /
| 11/10/2024 21:46:35 | Chg.+0.0900 | Bid21:59:27 | Ask21:59:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | +13.24% | 0.6300 Bid Size: 5,000 |
0.9400 Ask Size: 5,000 |
VEOLIA ENVIRONNE. EO... | 31.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD570S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 31.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 02/05/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 39.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | -1.51 |
| Time value: | 0.74 |
| Break-even: | 31.74 |
| Moneyness: | 0.95 |
| Premium: | 0.08 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.08 |
| Spread %: | 12.12% |
| Delta: | 0.36 |
| Theta: | -0.01 |
| Omega: | 14.42 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6200 |
|---|---|
| High: | 0.7700 |
| Low: | 0.6200 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.67% | ||
|---|---|---|---|
| 1 Month | -18.09% | ||
| 3 Months | -28.04% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7700 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 1.0800 | 0.6200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8605 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 191.09% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
