UC WAR. PUT 06/25 OMV/ DE000HD1EE94 /
| 20/09/2024 21:46:21 | Chg.+0.0100 | Bid21:59:30 | Ask21:59:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | +2.22% | 0.4400 Bid Size: 12,000 |
0.4700 Ask Size: 12,000 |
OMV AG | 38.0081 EUR | 18/06/2025 | Put |
Master data
| WKN: | HD1EE9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.01 EUR |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.22 |
| Parity: | 0.09 |
| Time value: | 0.37 |
| Break-even: | 33.64 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 6.98% |
| Delta: | -0.44 |
| Theta: | -0.01 |
| Omega: | -3.72 |
| Rho: | -0.15 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4700 |
| Low: | 0.4400 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.17% | ||
|---|---|---|---|
| 1 Month | +17.95% | ||
| 3 Months | +17.95% | ||
| YTD | -37.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.3600 |
| 6M High / 6M Low: | 0.5300 | 0.2600 |
| High (YTD): | 18/01/2024 | 0.8300 |
| Low (YTD): | 21/05/2024 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4213 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3832 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.47% | |
| Volatility 6M: | 91.15% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
