UniCredit Call 32 VVD 18.12.2024/  DE000HD2B5F8  /

Frankfurt Zert./HVB
20/05/2024  19:26:42 Chg.+0.030 Bid21:59:22 Ask21:59:22 Underlying Strike price Expiration date Option type
1.640EUR +1.86% 1.610
Bid Size: 2,000
1.690
Ask Size: 2,000
VEOLIA ENVIRONNE. EO... 32.00 - 18/12/2024 Call
 

Master data

WKN: HD2B5F
Issuer: UniCredit
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 18/12/2024
Issue date: 31/01/2024
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.91
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -1.38
Time value: 1.71
Break-even: 33.71
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.08
Spread %: 4.91%
Delta: 0.48
Theta: -0.01
Omega: 8.59
Rho: 0.08
 

Quote data

Open: 1.630
High: 1.730
Low: 1.630
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+45.13%
1 Month  
+95.24%
3 Months  
+14.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.610 1.130
1M High / 1M Low: 1.610 0.780
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.452
Avg. volume 1W:   0.000
Avg. price 1M:   1.104
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -