UC WAR. CALL 03/25 OMV/ DE000HD43FU1 /
| 2024-06-28 3:45:00 PM | Chg.0.0000 | Bid5:10:59 PM | Ask5:10:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | 0.00% | 0.5500 Bid Size: 60,000 |
0.5600 Ask Size: 60,000 |
OMV AG | 38.0081 EUR | 2025-03-19 | Call |
Master data
| WKN: | HD43FU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| 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: | 7.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | 0.28 |
| Time value: | 0.30 |
| Break-even: | 43.52 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 5.45% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 5.20 |
| Rho: | 0.17 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5800 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.83% | ||
|---|---|---|---|
| 1 Month | -19.44% | ||
| 3 Months | +3.57% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 0.7200 | 0.4700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
