UC WAR. CALL 03/25 OMV/ DE000HD43FU1 /
| 2024-08-15 5:45:39 PM | Chg.+0.0400 | Bid2024-08-15 | Ask2024-08-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | +10.26% | 0.4200 Bid Size: 20,000 |
0.4400 Ask Size: 20,000 |
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: | 9.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | 0.07 |
| Time value: | 0.34 |
| Break-even: | 41.91 |
| Moneyness: | 1.02 |
| Premium: | 0.08 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 7.89% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 6.12 |
| Rho: | 0.12 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3800 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.44% | ||
|---|---|---|---|
| 1 Month | -10.42% | ||
| 3 Months | -44.87% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.3100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4065 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
