UniCredit Call 32 VVD 18.12.2024/  DE000HD2B5F8  /

EUWAX
2024-05-02  5:13:25 PM Chg.+0.010 Bid5:36:44 PM Ask5:36:44 PM Underlying Strike price Expiration date Option type
0.860EUR +1.18% 0.860
Bid Size: 4,000
0.900
Ask Size: 4,000
VEOLIA ENVIRONNE. EO... 32.00 - 2024-12-18 Call
 

Master data

WKN: HD2B5F
Issuer: UniCredit
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-12-18
Issue date: 2024-01-31
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 32.80
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.18
Parity: -2.81
Time value: 0.89
Break-even: 32.89
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.09
Spread %: 11.25%
Delta: 0.34
Theta: 0.00
Omega: 11.29
Rho: 0.06
 

Quote data

Open: 0.910
High: 0.910
Low: 0.860
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month
  -30.08%
3 Months
  -50.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.770
1M High / 1M Low: 1.300 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.823
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -