UniCredit Call 45 OMV 18.12.2024
/ DE000HC7MBE8
UniCredit Call 45 OMV 18.12.2024/ DE000HC7MBE8 /
| 2024-05-29 3:52:19 PM |
Chg.-0.080 |
Bid4:26:00 PM |
Ask4:26:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-23.53% |
0.270
Bid Size: 90,000 |
0.280
Ask Size: 90,000 |
OMV AG |
45.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MBE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
0.22 |
| Break-even: |
48.70 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
12.12% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
8.68 |
| Rho: |
0.16 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.260 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
+23.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.320 |
| 1M High / 1M Low: |
0.390 |
0.220 |
| 6M High / 6M Low: |
0.390 |
0.140 |
| High (YTD): |
2024-05-21 |
0.390 |
| Low (YTD): |
2024-03-11 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.61% |
| Volatility 6M: |
|
132.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
