UC WAR. CALL 06/24 VVD/ DE000HD21NV9 /
| 6/6/2024 1:46:00 PM | Chg.- | Bid2:26:29 PM | Ask6/6/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6000EUR | - | 2.4800 Bid Size: 6,000 |
- Ask Size: 6,000 |
VEOLIA ENVIRONNE. EO... | 29.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD21NV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 29.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/23/2024 |
| Last trading day: | 6/6/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.98 |
|---|---|
| Intrinsic value: | 1.94 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.18 |
| Parity: | 1.94 |
| Time value: | 0.43 |
| Break-even: | 31.37 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.58 |
| Spread abs.: | -0.23 |
| Spread %: | -8.85% |
| Delta: | 0.77 |
| Theta: | -0.04 |
| Omega: | 10.10 |
| Rho: | 0.01 |
Quote data
| Open: | 2.2300 |
|---|---|
| High: | 2.6000 |
| Low: | 2.2300 |
| Previous Close: | 2.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.98% | ||
|---|---|---|---|
| 1 Month | +128.07% | ||
| 3 Months | +122.22% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6000 | 1.8400 |
|---|---|---|
| 1M High / 1M Low: | 2.6000 | 1.0400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1425 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8590 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 237.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
