UniCredit Call 38.0081 OMV 18.06.2025
/ DE000HD1EE60
UniCredit Call 38.0081 OMV 18.06..../ DE000HD1EE60 /
| 2024-06-07 7:33:40 PM |
Chg.0.000 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
0.00% |
0.680
Bid Size: 8,000 |
0.710
Ask Size: 8,000 |
OMV AG |
38.0081 EUR |
2025-06-18 |
Call |
Master data
| WKN: |
HD1EE6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.01 EUR |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2025-06-17 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.34 |
| Time value: |
0.37 |
| Break-even: |
44.76 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.40 |
| Rho: |
0.24 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.670 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.45% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+83.78% |
| YTD |
|
|
+44.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.640 |
| 1M High / 1M Low: |
0.830 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
0.830 |
| Low (YTD): |
2024-03-08 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
