UC WAR. CALL 09/24 OMV/ DE000HD032K1 /
| 28/06/2024 21:47:12 | Chg.0.0000 | Bid21:59:10 | Ask21:59:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | 0.00% | 0.1000 Bid Size: 15,000 |
0.1300 Ask Size: 15,000 |
OMV AG | 42.7591 EUR | 18/09/2024 | Call |
Master data
| WKN: | HD032K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.76 EUR |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | -0.22 |
| Time value: | 0.13 |
| Break-even: | 43.99 |
| Moneyness: | 0.95 |
| Premium: | 0.08 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.03 |
| Spread %: | 30.00% |
| Delta: | 0.39 |
| Theta: | -0.01 |
| Omega: | 12.68 |
| Rho: | 0.03 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +51.90% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | -33.33% | ||
| YTD | -25.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0830 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.0780 |
| 6M High / 6M Low: | 0.3300 | 0.0780 |
| High (YTD): | 21/05/2024 | 0.3300 |
| Low (YTD): | 17/06/2024 | 0.0780 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1086 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1317 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1590 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 215.91% | |
| Volatility 6M: | 192.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
