UC WAR. CALL 06/25 OMV/ DE000HD1EE60 /
| 2024-08-01 9:45:12 PM | Chg.-0.0300 | Bid2024-08-01 | Ask2024-08-01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | -6.38% | - Bid Size: 8,000 |
- Ask Size: 8,000 |
OMV AG | 38.0081 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD1EE6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | 0.07 |
| Time value: | 0.42 |
| Break-even: | 42.67 |
| Moneyness: | 1.02 |
| Premium: | 0.10 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 6.52% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 5.22 |
| Rho: | 0.17 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4400 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.35% | ||
|---|---|---|---|
| 1 Month | -30.16% | ||
| 3 Months | -27.87% | ||
| YTD | -6.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.4400 |
| 6M High / 6M Low: | 0.8300 | 0.3800 |
| High (YTD): | 2024-05-21 | 0.8300 |
| Low (YTD): | 2024-03-11 | 0.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5452 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5648 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.76% | |
| Volatility 6M: | 82.10% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
