UC WAR. CALL 03/25 OMV/ DE000HD43FV9 /
| 2024-09-25 5:46:57 PM | Chg.-0.0120 | Bid6:56:08 PM | Ask6:56:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0780EUR | -13.33% | 0.0710 Bid Size: 35,000 |
0.0860 Ask Size: 35,000 |
OMV AG | 42.7591 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD43FV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.76 EUR |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 35.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | -0.58 |
| Time value: | 0.11 |
| Break-even: | 43.80 |
| Moneyness: | 0.87 |
| Premium: | 0.18 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.03 |
| Spread %: | 37.50% |
| Delta: | 0.28 |
| Theta: | -0.01 |
| Omega: | 9.84 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0690 |
|---|---|
| High: | 0.0820 |
| Low: | 0.0690 |
| Previous Close: | 0.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.41% | ||
|---|---|---|---|
| 1 Month | -54.12% | ||
| 3 Months | -72.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0910 | 0.0740 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.0690 |
| 6M High / 6M Low: | 0.4800 | 0.0690 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0816 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1240 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2660 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.36% | |
| Volatility 6M: | 134.72% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
