UC WAR. CALL 12/24 OMV/ DE000HC7MBF5 /
| 07/06/2024 21:45:33 | Chg.0.0000 | Bid21:59:01 | Ask21:59:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | 0.00% | 0.1100 Bid Size: 15,000 |
0.1400 Ask Size: 15,000 |
OMV AG | 47.5101 EUR | 18/12/2024 | Call |
Master data
| WKN: | HC7MBF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 47.51 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 30.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -0.67 |
| Time value: | 0.14 |
| Break-even: | 48.84 |
| Moneyness: | 0.87 |
| Premium: | 0.19 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.03 |
| Spread %: | 27.27% |
| Delta: | 0.29 |
| Theta: | -0.01 |
| Omega: | 9.03 |
| Rho: | 0.06 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1200 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +73.91% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.1100 |
| 6M High / 6M Low: | 0.1900 | 0.0630 |
| High (YTD): | 20/05/2024 | 0.1900 |
| Low (YTD): | 11/03/2024 | 0.0630 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1509 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1114 | |
| Avg. volume 6M: | 2.0640 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.50% | |
| Volatility 6M: | 165.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
