UC WAR. PUT 06/25 OMV/ DE000HD1EE94 /
| 5/29/2024 9:45:50 PM | Chg.+0.0300 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | +10.00% | 0.2500 Bid Size: 10,000 |
0.3900 Ask Size: 10,000 |
OMV AG | 40.00 - | 6/18/2025 | Put |
Master data
| WKN: | HD1EE9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.25 |
| Parity: | -0.65 |
| Time value: | 0.31 |
| Break-even: | 36.90 |
| Moneyness: | 0.86 |
| Premium: | 0.21 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.04 |
| Spread %: | 14.81% |
| Delta: | -0.24 |
| Theta: | -0.01 |
| Omega: | -3.66 |
| Rho: | -0.15 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3300 |
| Low: | 0.3000 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.79% | ||
|---|---|---|---|
| 1 Month | -23.26% | ||
| 3 Months | -42.11% | ||
| YTD | -55.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4300 | 0.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/18/2024 | 0.8300 |
| Low (YTD): | 5/21/2024 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3205 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
