UC WAR. CALL 12/24 OMV/ DE000HD4FBC2 /
| 2024-07-08 9:45:08 AM | Chg.-0.0200 | Bid10:19:19 AM | Ask10:19:19 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -4.88% | 0.3800 Bid Size: 70,000 |
0.3900 Ask Size: 70,000 |
OMV AG | 39.9085 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD4FBC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 39.91 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-04-08 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.22 |
| Parity: | 0.15 |
| Time value: | 0.28 |
| Break-even: | 44.00 |
| Moneyness: | 1.03 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 7.50% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 6.49 |
| Rho: | 0.10 |
Quote data
| Open: | 0.4100 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3900 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.41% | ||
|---|---|---|---|
| 1 Month | -11.36% | ||
| 3 Months | -17.02% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.3700 |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.2900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3630 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.47% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
