UC WAR. CALL 09/24 OMV/ DE000HD21YJ1 /
| 5/29/2024 5:45:12 PM | Chg.-0.0330 | Bid6:20:43 PM | Ask6:20:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0770EUR | -30.00% | 0.0720 Bid Size: 30,000 |
0.0890 Ask Size: 30,000 |
OMV AG | 48.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD21YJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 1/23/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 33.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.25 |
| Parity: | -0.15 |
| Time value: | 0.14 |
| Break-even: | 49.40 |
| Moneyness: | 0.97 |
| Premium: | 0.06 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.04 |
| Spread %: | 40.00% |
| Delta: | 0.44 |
| Theta: | -0.01 |
| Omega: | 14.59 |
| Rho: | 0.06 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0770 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.83% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | +18.46% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0660 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1174 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 244.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
