UC WAR. CALL 03/25 OMV/ DE000HD43FV9 /
08/07/2024 21:46:43 | Chg.-0.0300 | Bid21:59:19 | Ask21:59:19 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3100EUR | -8.82% | 0.2900 Bid Size: 14,000 |
0.3200 Ask Size: 14,000 |
OMV AG | 42.7591 EUR | 19/03/2025 | Call |
Master data
WKN: | HD43FV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 42.76 EUR |
Maturity: | 19/03/2025 |
Issue date: | 25/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 9.51:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.41 |
Leverage: | Yes |
Calculated values
Fair value: | 0.30 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.22 |
Parity: | -0.15 |
Time value: | 0.35 |
Break-even: | 46.09 |
Moneyness: | 0.97 |
Premium: | 0.12 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.03 |
Spread %: | 9.38% |
Delta: | 0.52 |
Theta: | -0.01 |
Omega: | 6.51 |
Rho: | 0.13 |
Quote data
Open: | 0.3300 |
---|---|
High: | 0.3300 |
Low: | 0.3100 |
Previous Close: | 0.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.82% | ||
---|---|---|---|
1 Month | -13.89% | ||
3 Months | -6.06% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3500 | 0.3100 |
---|---|---|
1M High / 1M Low: | 0.3800 | 0.2500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2995 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 116.29% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |