UC WAR. CALL 06/25 OMV/ DE000HD1EE52 /
| 10/21/2024 9:03:18 AM | Chg.-0.0100 | Bid9:23:55 AM | Ask9:23:55 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | -1.35% | 0.7400 Bid Size: 60,000 |
0.7500 Ask Size: 60,000 |
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: | 5.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | 0.58 |
| Time value: | 0.17 |
| Break-even: | 40.39 |
| Moneyness: | 1.17 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 4.17% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 4.45 |
| Rho: | 0.16 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7300 |
| Low: | 0.7300 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.41% | ||
|---|---|---|---|
| 1 Month | +21.67% | ||
| 3 Months | -15.12% | ||
| YTD | +2.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 0.8200 | 0.5600 |
| 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: | 0.7340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7130 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8703 | |
| Avg. volume 6M: | 13.2558 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.67% | |
| Volatility 6M: | 77.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
