UC WAR. CALL 12/24 OMV/ DE000HC7MBE8 /
| 9/11/2024 7:45:37 PM | Chg.-0.0080 | Bid9:38:07 PM | Ask9:38:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0330EUR | -19.51% | 0.0260 Bid Size: 15,000 |
0.0440 Ask Size: 15,000 |
OMV AG | 42.7591 EUR | 12/18/2024 | Call |
Master data
| WKN: | HC7MBE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.76 EUR |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 71.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | -0.64 |
| Time value: | 0.05 |
| Break-even: | 43.27 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.85 |
| Spread abs.: | 0.03 |
| Spread %: | 116.00% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 13.19 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0230 |
|---|---|
| High: | 0.0330 |
| Low: | 0.0230 |
| Previous Close: | 0.0410 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -58.75% | ||
|---|---|---|---|
| 1 Month | -63.33% | ||
| 3 Months | -88.21% | ||
| YTD | -84.29% | ||
| 1 Year | -94.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0800 | 0.0410 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0410 |
| 6M High / 6M Low: | 0.4100 | 0.0410 |
| High (YTD): | 5/21/2024 | 0.4100 |
| Low (YTD): | 9/10/2024 | 0.0410 |
| 52W High: | 9/19/2023 | 0.5700 |
| 52W Low: | 9/10/2024 | 0.0410 |
| Avg. price 1W: | 0.0602 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0929 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2064 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2490 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 206.54% | |
| Volatility 6M: | 170.34% | |
| Volatility 1Y: | 147.61% | |
| Volatility 3Y: | - |
