UC WAR. CALL 09/24 OMV/ DE000HD032K1 /
| 5/29/2024 9:45:31 PM | Chg.-0.0600 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | -25.00% | 0.1300 Bid Size: 10,000 |
0.2700 Ask Size: 10,000 |
OMV AG | 45.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD032K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.25 |
| Parity: | 0.15 |
| Time value: | 0.12 |
| Break-even: | 47.70 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 17.39% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 12.49 |
| Rho: | 0.10 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2400 |
| Low: | 0.1700 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.77% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +50.00% | ||
| YTD | +12.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2600 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.1500 |
| 6M High / 6M Low: | 0.3300 | 0.0830 |
| High (YTD): | 5/21/2024 | 0.3300 |
| Low (YTD): | 3/11/2024 | 0.0830 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2448 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1664 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 206.64% | |
| Volatility 6M: | 180.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
