UC WAR. CALL 12/24 VVD/ DE000HD1TEX9 /
| 2024-09-20 9:45:17 AM | Chg.+0.1500 | Bid11:16:36 AM | Ask11:16:36 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0900EUR | +5.10% | 3.0800 Bid Size: 8,000 |
3.1000 Ask Size: 8,000 |
VEOLIA ENVIRONNE. EO... | 28.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TEX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 28.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.65 |
|---|---|
| Intrinsic value: | 2.14 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 2.14 |
| Time value: | 0.84 |
| Break-even: | 30.98 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.08 |
| Spread %: | 2.76% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 7.64 |
| Rho: | 0.05 |
Quote data
| Open: | 3.0500 |
|---|---|
| High: | 3.0900 |
| Low: | 3.0500 |
| Previous Close: | 2.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.17% | ||
|---|---|---|---|
| 1 Month | +47.85% | ||
| 3 Months | -1.59% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9900 | 2.6600 |
|---|---|---|
| 1M High / 1M Low: | 2.9900 | 2.0900 |
| 6M High / 6M Low: | 4.8100 | 1.5200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6652 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8242 | |
| Avg. volume 6M: | 34.8837 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.49% | |
| Volatility 6M: | 123.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
