UC WAR. PUT 12/24 OMV/ DE000HC7MBH1 /
| 29/05/2024 21:46:19 | Chg.+0.0200 | Bid21:59:38 | Ask21:59:38 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | +12.50% | 0.1000 Bid Size: 10,000 |
0.2400 Ask Size: 10,000 |
OMV AG | 40.00 - | 18/12/2024 | Put |
Master data
| WKN: | HC7MBH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -27.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.25 |
| Parity: | -0.65 |
| Time value: | 0.17 |
| Break-even: | 38.30 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.04 |
| Spread %: | 30.77% |
| Delta: | -0.21 |
| Theta: | -0.01 |
| Omega: | -5.88 |
| Rho: | -0.07 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1600 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | -21.74% | ||
| 3 Months | -56.10% | ||
| YTD | -66.04% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.1400 |
| 6M High / 6M Low: | 0.6100 | 0.1400 |
| High (YTD): | 17/01/2024 | 0.6100 |
| Low (YTD): | 21/05/2024 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1781 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3910 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 121.94% | |
| Volatility 6M: | 90.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
