UniCredit Call 45 OMV 19.06.2024
/ DE000HC7E122
UniCredit Call 45 OMV 19.06.2024/ DE000HC7E122 /
5/27/2024 7:26:27 PM |
Chg.+0.010 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+5.26% |
0.190 Bid Size: 10,000 |
0.260 Ask Size: 10,000 |
OMV AG |
45.00 - |
6/19/2024 |
Call |
Master data
WKN: |
HC7E12 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
6/19/2024 |
Issue date: |
6/16/2023 |
Last trading day: |
6/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
0.16 |
Time value: |
0.08 |
Break-even: |
47.40 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.04 |
Spread %: |
20.00% |
Delta: |
0.71 |
Theta: |
-0.03 |
Omega: |
13.80 |
Rho: |
0.02 |
Quote data
Open: |
0.190 |
High: |
0.220 |
Low: |
0.190 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-35.48% |
1 Month |
|
|
+203.03% |
3 Months |
|
|
+212.50% |
YTD |
|
|
+66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.170 |
1M High / 1M Low: |
0.310 |
0.072 |
6M High / 6M Low: |
0.310 |
0.043 |
High (YTD): |
5/21/2024 |
0.310 |
Low (YTD): |
3/8/2024 |
0.043 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.216 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
410.42% |
Volatility 6M: |
|
271.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |