UniCredit Call 32 VVD 18.12.2024
/ DE000HD2B5F8
UniCredit Call 32 VVD 18.12.2024/ DE000HD2B5F8 /
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: |
|
- |