UC WAR. CALL 12/24 VVD/ DE000HD5MVY7 /
| 02/08/2024 21:46:15 | Chg.+0.0500 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +14.71% | 0.2200 Bid Size: 10,000 |
0.5100 Ask Size: 10,000 |
VEOLIA ENVIRONNE. EO... | 33.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD5MVY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 33.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 16/05/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 55.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | -4.69 |
| Time value: | 0.51 |
| Break-even: | 33.51 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.29 |
| Spread %: | 131.82% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 11.85 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3100 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.75% | ||
|---|---|---|---|
| 1 Month | -47.30% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.8200 | 0.3400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5361 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.39% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
