UC WAR. CALL 12/24 SQU/  DE000HD4VV40  /

gettex
2024-05-31  1:45:58 PM Chg.-0.0060 Bid2:09:29 PM Ask2:09:29 PM Underlying Strike price Expiration date Option type
0.0940EUR -6.00% 0.0930
Bid Size: 150,000
0.1000
Ask Size: 150,000
VINCI S.A. INH. EO... 135.00 - 2024-12-18 Call
 

Master data

WKN: HD4VV4
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-12-18
Issue date: 2024-04-22
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.61
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.14
Parity: -2.05
Time value: 0.18
Break-even: 136.80
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.38
Spread abs.: 0.14
Spread %: 350.00%
Delta: 0.20
Theta: -0.01
Omega: 12.51
Rho: 0.11
 

Quote data

Open: 0.1000
High: 0.1000
Low: 0.0940
Previous Close: 0.1000
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.05%
1 Month  
+1.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.1100 0.0850
1M High / 1M Low: 0.1600 0.0850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.0980
Avg. volume 1W:   0.0000
Avg. price 1M:   0.1185
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -