UC WAR. PUT 06/25 OMV/ DE000HD1EE94 /
| 7/26/2024 9:45:04 PM | Chg.-0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | -2.38% | 0.3800 Bid Size: 15,000 |
0.4100 Ask Size: 15,000 |
OMV AG | 38.0081 EUR | 6/18/2025 | Put |
Master data
| WKN: | HD1EE9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| 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: | -9.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.22 |
| Parity: | -0.09 |
| Time value: | 0.41 |
| Break-even: | 34.11 |
| Moneyness: | 0.98 |
| Premium: | 0.12 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 7.89% |
| Delta: | -0.37 |
| Theta: | -0.01 |
| Omega: | -3.70 |
| Rho: | -0.16 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4200 |
| Low: | 0.4100 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.81% | ||
|---|---|---|---|
| 1 Month | +24.24% | ||
| 3 Months | -6.82% | ||
| YTD | -44.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2900 |
| 6M High / 6M Low: | 0.6900 | 0.2600 |
| High (YTD): | 1/18/2024 | 0.8300 |
| Low (YTD): | 5/21/2024 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3610 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4357 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.59% | |
| Volatility 6M: | 77.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
