UC WAR. CALL 12/24 OMV/ DE000HC7MBE8 /
| 5/29/2024 9:47:02 PM | Chg.-0.0500 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | -14.71% | 0.2300 Bid Size: 10,000 |
0.3700 Ask Size: 10,000 |
OMV AG | 45.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MBE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.25 |
| Parity: | 0.15 |
| Time value: | 0.22 |
| Break-even: | 48.70 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 12.12% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 8.68 |
| Rho: | 0.16 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3400 |
| Low: | 0.2800 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.71% | ||
|---|---|---|---|
| 1 Month | +31.82% | ||
| 3 Months | +61.11% | ||
| YTD | +38.10% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.2200 |
| 6M High / 6M Low: | 0.4100 | 0.1400 |
| High (YTD): | 5/21/2024 | 0.4100 |
| Low (YTD): | 3/11/2024 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3286 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2294 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.05% | |
| Volatility 6M: | 131.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
