UC WAR. CALL 06/24 VVD/ DE000HC72312 /
| 6/5/2024 11:45:34 AM | Chg.- | Bid1:25:08 PM | Ask6/5/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1900EUR | - | 1.2600 Bid Size: 8,000 |
- Ask Size: 8,000 |
VEOLIA ENVIRONNE. EO... | 30.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC7231 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 5/30/2023 |
| Last trading day: | 6/5/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.94 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.18 |
| Parity: | 0.94 |
| Time value: | 0.29 |
| Break-even: | 31.23 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.02 |
| Spread %: | 1.65% |
| Delta: | 0.74 |
| Theta: | -0.03 |
| Omega: | 18.63 |
| Rho: | 0.01 |
Quote data
| Open: | 1.1400 |
|---|---|
| High: | 1.2100 |
| Low: | 1.1400 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.25% | ||
|---|---|---|---|
| 1 Month | +83.08% | ||
| 3 Months | +65.28% | ||
| YTD | -3.25% | ||
| 1 Year | -55.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1900 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 1.5100 | 0.5900 |
| 6M High / 6M Low: | 1.9000 | 0.1800 |
| High (YTD): | 1/31/2024 | 1.8000 |
| Low (YTD): | 4/16/2024 | 0.1800 |
| 52W High: | 7/27/2023 | 3.0700 |
| 52W Low: | 4/16/2024 | 0.1800 |
| Avg. price 1W: | 1.0667 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0490 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0195 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4207 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 309.80% | |
| Volatility 6M: | 256.92% | |
| Volatility 1Y: | 201.45% | |
| Volatility 3Y: | - |
