UniCredit Call 40 OMV 18.09.2024
/ DE000HC9XQR1
UniCredit Call 40 OMV 18.09.2024/ DE000HC9XQR1 /
| 2024-05-17 7:33:53 PM |
Chg.+0.050 |
Bid9:59:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+7.46% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
40.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XQR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.24 |
| Parity: |
0.12 |
| Time value: |
0.60 |
| Break-even: |
47.20 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
3.53 |
| Rho: |
0.05 |
Quote data
| Open: |
0.690 |
| High: |
0.760 |
| Low: |
0.690 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.91% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+118.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.730 |
0.550 |
| 6M High / 6M Low: |
0.730 |
0.230 |
| High (YTD): |
2024-05-14 |
0.730 |
| Low (YTD): |
2024-01-22 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.380 |
| Avg. volume 6M: |
|
15.909 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.34% |
| Volatility 6M: |
|
128.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
