UC WAR. CALL 12/24 VVD/ DE000HD4RVH4 /
| 2024-09-25 9:45:46 PM | Chg.-0.2100 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8100EUR | -10.40% | 1.7700 Bid Size: 2,000 |
1.8500 Ask Size: 2,000 |
VEOLIA ENVIRONNE. EO... | 29.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD4RVH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VEOLIA ENVIRONNE. EO 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 29.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-04-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.72 |
|---|---|
| Intrinsic value: | 0.92 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 0.92 |
| Time value: | 1.14 |
| Break-even: | 31.06 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.08 |
| Spread %: | 4.04% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 9.42 |
| Rho: | 0.04 |
Quote data
| Open: | 1.8000 |
|---|---|
| High: | 1.8100 |
| Low: | 1.8000 |
| Previous Close: | 2.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.20% | ||
|---|---|---|---|
| 1 Month | -5.24% | ||
| 3 Months | -21.65% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2400 | 1.9700 |
|---|---|---|
| 1M High / 1M Low: | 2.2400 | 1.8100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0441 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
