UniCredit Call 32 VVD 18.12.2024/  DE000HD2B5F8  /

EUWAX
10/10/2024  17:51:47 Chg.+0.030 Bid18:08:37 Ask18:08:37 Underlying Strike price Expiration date Option type
0.400EUR +8.11% 0.410
Bid Size: 8,000
0.440
Ask Size: 8,000
VEOLIA ENVIRONNE. EO... 32.00 - 18/12/2024 Call
 

Master data

WKN: HD2B5F
Issuer: UniCredit
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 18/12/2024
Issue date: 31/01/2024
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 68.02
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -2.75
Time value: 0.43
Break-even: 32.43
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.73
Spread abs.: 0.08
Spread %: 22.86%
Delta: 0.24
Theta: -0.01
Omega: 16.31
Rho: 0.01
 

Quote data

Open: 0.380
High: 0.420
Low: 0.380
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.11%
1 Month
  -27.27%
3 Months
  -45.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.350
1M High / 1M Low: 0.720 0.350
6M High / 6M Low: 2.070 0.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   0.857
Avg. volume 6M:   241.538
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.26%
Volatility 6M:   207.31%
Volatility 1Y:   -
Volatility 3Y:   -