UniCredit Call 45 OMV 19.06.2024
/ DE000HC7E122
UniCredit Call 45 OMV 19.06.2024/ DE000HC7E122 /
| 31/05/2024 20:11:36 |
Chg.+0.045 |
Bid31/05/2024 |
Ask31/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+60.00% |
0.120
Bid Size: 10,000 |
0.140
Ask Size: 10,000 |
OMV AG |
45.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC7E12 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
16/06/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.04 |
| Time value: |
0.12 |
| Break-even: |
46.60 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.14 |
| Spread %: |
700.00% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
16.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.063 |
| High: |
0.120 |
| Low: |
0.063 |
| Previous Close: |
0.075 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+64.38% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.075 |
| 1M High / 1M Low: |
0.290 |
0.075 |
| 6M High / 6M Low: |
0.290 |
0.046 |
| High (YTD): |
21/05/2024 |
0.290 |
| Low (YTD): |
11/03/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.62% |
| Volatility 6M: |
|
264.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
