UC WAR. CALL 12/24 VVD/ DE000HD570S3 /
| 8/1/2024 7:47:17 PM | Chg.-0.3600 | Bid9:07:00 PM | Ask9:07:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | -33.64% | 0.6300 Bid Size: 5,000 |
0.8100 Ask Size: 5,000 |
VEOLIA ENVIRONNE. EO... | 31.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD570S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 31.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 5/2/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -1.96 |
| Time value: | 1.09 |
| Break-even: | 32.09 |
| Moneyness: | 0.94 |
| Premium: | 0.11 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.08 |
| Spread %: | 7.92% |
| Delta: | 0.39 |
| Theta: | -0.01 |
| Omega: | 10.43 |
| Rho: | 0.04 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 0.9700 |
| Low: | 0.7100 |
| Previous Close: | 1.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.26% | ||
|---|---|---|---|
| 1 Month | -40.83% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | 1.4900 | 0.8600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0878 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
