UC WAR. CALL 06/25 OMV/ DE000HD1EE78 /
| 31/05/2024 21:45:44 | Chg.+0.0200 | Bid21:59:02 | Ask21:59:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | +9.52% | 0.2300 Bid Size: 15,000 |
0.2600 Ask Size: 15,000 |
OMV AG | 50.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1EE7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.25 |
| Parity: | -0.46 |
| Time value: | 0.29 |
| Break-even: | 52.90 |
| Moneyness: | 0.91 |
| Premium: | 0.17 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.14 |
| Spread %: | 93.33% |
| Delta: | 0.44 |
| Theta: | -0.01 |
| Omega: | 6.88 |
| Rho: | 0.18 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2100 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.54% | ||
|---|---|---|---|
| 1 Month | +9.52% | ||
| 3 Months | +43.75% | ||
| YTD | +4.55% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.3100 | 0.1800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 21/05/2024 | 0.3100 |
| Low (YTD): | 11/03/2024 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2550 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 133.71% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
