UniCredit Put 38.0081 OMV 19.03.2025
/ DE000HD43FY3
UniCredit Put 38.0081 OMV 19.03.2.../ DE000HD43FY3 /
2024-09-24 1:17:39 PM |
Chg.-0.020 |
Bid2:17:56 PM |
Ask2:17:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-7.14% |
0.260 Bid Size: 100,000 |
0.270 Ask Size: 100,000 |
OMV AG |
38.0081 EUR |
2025-03-19 |
Put |
Master data
WKN: |
HD43FY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
38.01 EUR |
Maturity: |
2025-03-19 |
Issue date: |
2024-03-25 |
Last trading day: |
2025-03-18 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
0.13 |
Time value: |
0.17 |
Break-even: |
35.16 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
11.11% |
Delta: |
-0.50 |
Theta: |
-0.01 |
Omega: |
-6.49 |
Rho: |
-0.10 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
+23.81% |
3 Months |
|
|
+18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.260 |
1M High / 1M Low: |
0.310 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.247 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |