UC WAR. CALL 06/24 OMV/ DE000HC7E106 /
| 30/05/2024 21:46:21 | Chg.0.0000 | Bid21:59:15 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | 0.00% | 0.9300 Bid Size: 4,000 |
- Ask Size: - |
OMV AG | 35.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC7E10 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 16/06/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.09 |
|---|---|
| Intrinsic value: | 1.08 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.25 |
| Parity: | 1.08 |
| Time value: | 0.02 |
| Break-even: | 46.00 |
| Moneyness: | 1.31 |
| Premium: | 0.00 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.12 |
| Spread %: | 12.24% |
| Delta: | 0.96 |
| Theta: | -0.02 |
| Omega: | 4.02 |
| Rho: | 0.02 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.0500 |
| Low: | 1.0200 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.11% | ||
|---|---|---|---|
| 1 Month | +8.33% | ||
| 3 Months | +55.22% | ||
| YTD | +70.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1900 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.8900 |
| 6M High / 6M Low: | 1.2800 | 0.4600 |
| High (YTD): | 21/05/2024 | 1.2800 |
| Low (YTD): | 17/01/2024 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7614 | |
| Avg. volume 6M: | 8.0645 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.79% | |
| Volatility 6M: | 91.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
