UC WAR. CALL 06/24 OMV/ DE000HC7E130 /
| 5/15/2024 9:45:04 PM | Chg.-0.0040 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0240EUR | -14.29% | 0.0070 Bid Size: 15,000 |
0.0430 Ask Size: 15,000 |
OMV AG | 50.00 EUR | 6/19/2024 | Call |
Master data
| WKN: | HC7E13 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 EUR |
| Maturity: | 6/19/2024 |
| Issue date: | 6/16/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 96.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.25 |
| Parity: | -0.26 |
| Time value: | 0.05 |
| Break-even: | 50.49 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 0.94 |
| Spread abs.: | 0.04 |
| Spread %: | 276.92% |
| Delta: | 0.25 |
| Theta: | -0.02 |
| Omega: | 24.34 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0280 |
|---|---|
| High: | 0.0280 |
| Low: | 0.0240 |
| Previous Close: | 0.0280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2300.00% | ||
|---|---|---|---|
| 1 Month | -4.00% | ||
| 3 Months | +700.00% | ||
| YTD | -45.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0280 | 0.0010 |
|---|---|---|
| 1M High / 1M Low: | 0.0280 | 0.0010 |
| 6M High / 6M Low: | 0.1400 | 0.0010 |
| High (YTD): | 1/5/2024 | 0.0470 |
| Low (YTD): | 5/8/2024 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0192 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0082 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0267 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 4,184.40% | |
| Volatility 6M: | 2,573.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
