UC WAR. CALL 06/24 VVD/ DE000HD21NV9 /
| 31/05/2024 21:45:39 | Chg.+0.1600 | Bid21:59:51 | Ask21:59:51 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9700EUR | +8.84% | 2.0000 Bid Size: 2,000 |
2.1600 Ask Size: 2,000 |
VEOLIA ENVIRONNE. EO... | 29.00 - | 19/06/2024 | Call |
Master data
| WKN: | HD21NV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 29.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 23/01/2024 |
| Last trading day: | 18/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.79 |
|---|---|
| Intrinsic value: | 1.70 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.17 |
| Parity: | 1.70 |
| Time value: | 0.45 |
| Break-even: | 31.15 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.16 |
| Spread %: | 8.04% |
| Delta: | 0.76 |
| Theta: | -0.03 |
| Omega: | 10.88 |
| Rho: | 0.01 |
Quote data
| Open: | 1.8100 |
|---|---|
| High: | 1.9700 |
| Low: | 1.6800 |
| Previous Close: | 1.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.49% | ||
|---|---|---|---|
| 1 Month | +198.48% | ||
| 3 Months | +65.55% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3900 | 1.8100 |
|---|---|---|
| 1M High / 1M Low: | 2.3900 | 0.7900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6118 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 233.38% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
