UC WAR. CALL 12/24 VVD/ DE000HD1TEX9 /
| 07/06/2024 21:46:12 | Chg.-0.5500 | Bid21:59:00 | Ask21:59:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2600EUR | -11.43% | 4.2000 Bid Size: 1,000 |
4.2800 Ask Size: 1,000 |
VEOLIA ENVIRONNE. EO... | 28.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TEX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.83 |
|---|---|
| Intrinsic value: | 2.94 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | 2.94 |
| Time value: | 1.34 |
| Break-even: | 32.28 |
| Moneyness: | 1.11 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.08 |
| Spread %: | 1.90% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 5.59 |
| Rho: | 0.10 |
Quote data
| Open: | 4.6500 |
|---|---|
| High: | 4.6500 |
| Low: | 4.2100 |
| Previous Close: | 4.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.91% | ||
|---|---|---|---|
| 1 Month | +29.09% | ||
| 3 Months | +60.75% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8100 | 4.1000 |
|---|---|---|
| 1M High / 1M Low: | 4.8100 | 3.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.3460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0057 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 108.83% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
