UC WAR. CALL 12/24 VVU/ DE000HD628M2 /
| 10/9/2024 9:46:41 PM | Chg.+0.0500 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4700EUR | +11.90% | 0.4300 Bid Size: 14,000 |
0.6800 Ask Size: 14,000 |
VIVENDI SE INH. E... | 11.50 - | 12/18/2024 | Call |
Master data
| WKN: | HD628M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VIVENDI SE INH. EO 5,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.50 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/3/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.21 |
| Parity: | -1.27 |
| Time value: | 0.65 |
| Break-even: | 12.15 |
| Moneyness: | 0.89 |
| Premium: | 0.19 |
| Premium p.a.: | 1.45 |
| Spread abs.: | 0.25 |
| Spread %: | 62.50% |
| Delta: | 0.39 |
| Theta: | -0.01 |
| Omega: | 6.13 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.4700 |
| Low: | 0.3500 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.84% | ||
|---|---|---|---|
| 1 Month | +4.44% | ||
| 3 Months | +42.42% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.4200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4745 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 111.38% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
