UC WAR. CALL 06/25 OMV/ DE000HD21YK9 /
| 2024-09-26 5:46:36 PM | Chg.-0.0100 | Bid6:39:14 PM | Ask6:39:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | -8.33% | 0.1100 Bid Size: 35,000 |
0.1200 Ask Size: 35,000 |
OMV AG | 42.7591 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD21YK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.76 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2025-06-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.22 |
| Parity: | -0.62 |
| Time value: | 0.14 |
| Break-even: | 44.09 |
| Moneyness: | 0.86 |
| Premium: | 0.20 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.03 |
| Spread %: | 27.27% |
| Delta: | 0.31 |
| Theta: | -0.01 |
| Omega: | 8.46 |
| Rho: | 0.07 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1100 |
| Low: | 0.1000 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.38% | ||
|---|---|---|---|
| 1 Month | -56.00% | ||
| 3 Months | -68.57% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.1100 |
| 6M High / 6M Low: | 0.5200 | 0.1100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1687 | |
| Avg. volume 1M: | 13.0435 | |
| Avg. price 6M: | 0.3074 | |
| Avg. volume 6M: | 3.4884 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.11% | |
| Volatility 6M: | 111.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
