UC WAR. CALL 06/25 OMV/ DE000HD1EE52 /
27/09/2024 21:46:07 | Chg.+0.0500 | Bid21:59:19 | Ask21:59:19 | 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 | 18/06/2025 | Call |
Master data
WKN: | HD1EE5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 33.26 EUR |
Maturity: | 18/06/2025 |
Issue date: | 27/12/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 9.51:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.22 |
Leverage: | Yes |
Calculated values
Fair value: | 0.59 |
---|---|
Intrinsic value: | 0.42 |
Implied volatility: | 0.26 |
Historic volatility: | 0.22 |
Parity: | 0.42 |
Time value: | 0.21 |
Break-even: | 39.25 |
Moneyness: | 1.12 |
Premium: | 0.05 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.03 |
Spread %: | 5.00% |
Delta: | 0.77 |
Theta: | -0.01 |
Omega: | 4.78 |
Rho: | 0.16 |
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): | 21/05/2024 | 1.2800 |
Low (YTD): | 17/09/2024 | 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: | - |