UniCredit Call 38 VVD 18.12.2024/  DE000HD2CRY3  /

Frankfurt Zert./HVB
2024-06-10  7:29:58 PM Chg.-0.060 Bid8:37:34 PM Ask8:37:34 PM Underlying Strike price Expiration date Option type
0.200EUR -23.08% 0.200
Bid Size: 10,000
0.300
Ask Size: 10,000
VEOLIA ENVIRONNE. EO... 38.00 - 2024-12-18 Call
 

Master data

WKN: HD2CRY
Issuer: UniCredit
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-12-18
Issue date: 2024-02-01
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 83.62
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -7.06
Time value: 0.37
Break-even: 38.37
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.51
Spread abs.: 0.16
Spread %: 76.19%
Delta: 0.15
Theta: 0.00
Omega: 12.50
Rho: 0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.190
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month     0.00%
3 Months  
+5.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.240
1M High / 1M Low: 0.370 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -