UC WAR. CALL 06/25 OMV/ DE000HD1EE60 /
| 11/14/2024 3:46:49 PM | Chg.+0.0300 | Bid4:27:36 PM | Ask4:27:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3200EUR | +10.34% | 0.3100 Bid Size: 80,000 |
0.3200 Ask Size: 80,000 |
OMV AG | 38.0081 EUR | 6/18/2025 | Call |
Master data
| WKN: | HD1EE6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 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: | 12.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.21 |
| Parity: | -0.06 |
| Time value: | 0.31 |
| Break-even: | 40.95 |
| Moneyness: | 0.98 |
| Premium: | 0.10 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 10.71% |
| Delta: | 0.54 |
| Theta: | -0.01 |
| Omega: | 6.89 |
| Rho: | 0.10 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.3200 |
| Low: | 0.2700 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.23% | ||
|---|---|---|---|
| 1 Month | -23.81% | ||
| 3 Months | -28.89% | ||
| YTD | -31.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3100 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2800 |
| 6M High / 6M Low: | 0.8300 | 0.2600 |
| High (YTD): | 5/21/2024 | 0.8300 |
| Low (YTD): | 9/17/2024 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3465 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4845 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.48% | |
| Volatility 6M: | 100.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
