UC WAR. PUT 06/25 OMV/ DE000HD1EE94 /
| 2024-05-30 5:47:01 PM | Chg.+0.0100 | Bid2024-05-30 | Ask2024-05-30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | +3.03% | 0.3300 Bid Size: 30,000 |
0.3500 Ask Size: 30,000 |
OMV AG | 40.00 - | 2025-06-18 | Put |
Master data
| WKN: | HD1EE9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.25 |
| Parity: | -0.58 |
| Time value: | 0.39 |
| Break-even: | 36.10 |
| Moneyness: | 0.87 |
| Premium: | 0.21 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.14 |
| Spread %: | 56.00% |
| Delta: | -0.26 |
| Theta: | -0.01 |
| Omega: | -3.11 |
| Rho: | -0.17 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3300 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.24% | ||
|---|---|---|---|
| 1 Month | -8.11% | ||
| 3 Months | -40.35% | ||
| YTD | -54.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-18 | 0.8300 |
| Low (YTD): | 2024-05-21 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3157 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 87.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
