UC WAR. PUT 12/24 OMV/ DE000HC7MBH1 /
| 2024-06-21 9:45:59 PM | Chg.0.0000 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | 0.00% | 0.1800 Bid Size: 15,000 |
0.2100 Ask Size: 15,000 |
OMV AG | 38.0081 EUR | 2024-12-18 | Put |
Master data
| WKN: | HC7MBH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.01 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -19.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -0.13 |
| Time value: | 0.21 |
| Break-even: | 36.01 |
| Moneyness: | 0.97 |
| Premium: | 0.08 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 16.67% |
| Delta: | -0.36 |
| Theta: | -0.01 |
| Omega: | -7.10 |
| Rho: | -0.08 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2000 |
| Low: | 0.2000 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.09% | ||
|---|---|---|---|
| 1 Month | +25.00% | ||
| 3 Months | -31.03% | ||
| YTD | -62.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.1500 |
| 6M High / 6M Low: | 0.6100 | 0.1400 |
| High (YTD): | 2024-01-17 | 0.6100 |
| Low (YTD): | 2024-05-21 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1787 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3404 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.88% | |
| Volatility 6M: | 98.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
