UC WAR. CALL 06/25 OMV/ DE000HD1EE52 /
| 9/27/2024 9:46:07 PM | Chg.+0.0500 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6100EUR | +8.93% | 0.6000 Bid Size: 8,000 |
0.6300 Ask Size: 8,000 |
OMV AG | 33.257 EUR | 6/18/2025 | Call |
Master data
| WKN: | HD1EE5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 33.26 EUR |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | 0.34 |
| Time value: | 0.24 |
| Break-even: | 38.77 |
| Moneyness: | 1.10 |
| Premium: | 0.06 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 5.45% |
| Delta: | 0.74 |
| Theta: | -0.01 |
| Omega: | 4.88 |
| Rho: | 0.15 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.6100 |
| Low: | 0.5500 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.67% | ||
|---|---|---|---|
| 1 Month | -24.69% | ||
| 3 Months | -38.38% | ||
| YTD | -14.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.5500 |
| 6M High / 6M Low: | 1.2800 | 0.5500 |
| High (YTD): | 5/21/2024 | 1.2800 |
| Low (YTD): | 9/17/2024 | 0.5500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6609 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8952 | |
| Avg. volume 6M: | 13.2558 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 83.69% | |
| Volatility 6M: | 72.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
