UC WAR. CALL 03/25 OMV/ DE000HD43FU1 /
| 16/07/2024 21:45:18 | Chg.-0.0200 | Bid21:59:42 | Ask21:59:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | -4.17% | 0.4500 Bid Size: 10,000 |
0.4800 Ask Size: 10,000 |
OMV AG | 38.0081 EUR | 19/03/2025 | Call |
Master data
| WKN: | HD43FU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 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: | 8.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.22 |
| Parity: | 0.15 |
| Time value: | 0.35 |
| Break-even: | 42.76 |
| Moneyness: | 1.04 |
| Premium: | 0.09 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 6.38% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 5.37 |
| Rho: | 0.14 |
Quote data
| Open: | 0.4800 |
|---|---|
| High: | 0.4800 |
| Low: | 0.4400 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.12% | ||
|---|---|---|---|
| 1 Month | -4.17% | ||
| 3 Months | -17.86% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 0.6500 | 0.4600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5371 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
