UC WAR. CALL 12/24 VVD/ DE000HD4RVH4 /
| 2024-05-17 9:47:15 PM | Chg.+0.0300 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3700EUR | +0.90% | 3.3600 Bid Size: 1,000 |
3.4400 Ask Size: 1,000 |
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: | 9.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.01 |
|---|---|
| Intrinsic value: | 1.66 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 1.66 |
| Time value: | 1.69 |
| Break-even: | 32.35 |
| Moneyness: | 1.06 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.08 |
| Spread %: | 2.45% |
| Delta: | 0.71 |
| Theta: | -0.01 |
| Omega: | 6.48 |
| Rho: | 0.11 |
Quote data
| Open: | 3.4100 |
|---|---|
| High: | 3.4100 |
| Low: | 3.1900 |
| Previous Close: | 3.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.12% | ||
|---|---|---|---|
| 1 Month | +88.27% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3700 | 2.4600 |
|---|---|---|
| 1M High / 1M Low: | 3.3700 | 1.7900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3610 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.90% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
