UC WAR. CALL 12/24 OMV/ DE000HC7MBD0 /
| 2024-05-28 11:45:52 AM | Chg.- | Bid12:03:21 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | - | 0.6500 Bid Size: 45,000 |
- Ask Size: - |
OMV AG | 40.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7MBD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-05-28 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.25 |
| Parity: | 0.54 |
| Time value: | 0.14 |
| Break-even: | 46.80 |
| Moneyness: | 1.13 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 5.64 |
| Rho: | 0.17 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6600 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.94% | ||
|---|---|---|---|
| 1 Month | +20.00% | ||
| 3 Months | +78.38% | ||
| YTD | +73.68% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.4900 |
| 6M High / 6M Low: | 0.7900 | 0.2800 |
| High (YTD): | 2024-05-21 | 0.7900 |
| Low (YTD): | 2024-01-22 | 0.2800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6767 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6620 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4471 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.29% | |
| Volatility 6M: | 102.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
