UC WAR. CALL 12/24 VVD/ DE000HD1TEZ4 /
9/20/2024 9:45:57 PM | Chg.+0.0300 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2700EUR | +12.50% | 0.2200 Bid Size: 10,000 |
0.3000 Ask Size: 10,000 |
VEOLIA ENVIRONNE. EO... | 34.00 - | 12/18/2024 | Call |
Master data
WKN: | HD1TEZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VEOLIA ENVIRONNE. EO 5 |
Type: | Warrant |
Option type: | Call |
Strike price: | 34.00 - |
Maturity: | 12/18/2024 |
Issue date: | 1/11/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 100.60 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -3.82 |
Time value: | 0.30 |
Break-even: | 34.30 |
Moneyness: | 0.89 |
Premium: | 0.14 |
Premium p.a.: | 0.70 |
Spread abs.: | 0.08 |
Spread %: | 36.36% |
Delta: | 0.17 |
Theta: | -0.01 |
Omega: | 17.52 |
Rho: | 0.01 |
Quote data
Open: | 0.2300 |
---|---|
High: | 0.2900 |
Low: | 0.2300 |
Previous Close: | 0.2400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +12.50% | ||
---|---|---|---|
1 Month | +35.00% | ||
3 Months | -59.70% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2900 | 0.2400 |
---|---|---|
1M High / 1M Low: | 0.2900 | 0.2000 |
6M High / 6M Low: | 1.2200 | 0.1600 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2522 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5084 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 160.53% | |
Volatility 6M: | 188.15% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |