UniCredit Call 45 OMV 19.06.2024
/ DE000HC7E122
UniCredit Call 45 OMV 19.06.2024/ DE000HC7E122 /
| 5/14/2024 3:57:19 PM |
Chg.+0.020 |
Bid4:06:55 PM |
Ask4:06:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+8.00% |
0.280
Bid Size: 50,000 |
0.290
Ask Size: 50,000 |
OMV AG |
45.00 EUR |
6/19/2024 |
Call |
Master data
| WKN: |
HC7E12 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
6/19/2024 |
| Issue date: |
6/16/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.22 |
| Time value: |
0.08 |
| Break-even: |
48.00 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
11.60 |
| Rho: |
0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.290 |
| Low: |
0.260 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+125.00% |
| 1 Month |
|
|
+68.75% |
| 3 Months |
|
|
+255.26% |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.120 |
| 1M High / 1M Low: |
0.250 |
0.066 |
| 6M High / 6M Low: |
0.290 |
0.043 |
| High (YTD): |
5/13/2024 |
0.250 |
| Low (YTD): |
3/8/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.45% |
| Volatility 6M: |
|
262.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
