UC WAR. PUT 09/24 OMV/ DE000HC9XQV3 /
02/09/2024 11:47:09 | Chg.+0.0010 | Bid13:10:51 | Ask13:10:51 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0300EUR | +3.45% | 0.0240 Bid Size: 125,000 |
0.0300 Ask Size: 125,000 |
OMV AG | 38.0081 EUR | 18/09/2024 | Put |
Master data
WKN: | HC9XQV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 38.01 EUR |
Maturity: | 18/09/2024 |
Issue date: | 17/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 9.51:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -94.15 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.22 |
Parity: | -0.14 |
Time value: | 0.04 |
Break-even: | 37.59 |
Moneyness: | 0.97 |
Premium: | 0.05 |
Premium p.a.: | 1.76 |
Spread abs.: | 0.03 |
Spread %: | 238.46% |
Delta: | -0.27 |
Theta: | -0.02 |
Omega: | -25.21 |
Rho: | 0.00 |
Quote data
Open: | 0.0180 |
---|---|
High: | 0.0300 |
Low: | 0.0180 |
Previous Close: | 0.0290 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -23.08% | ||
---|---|---|---|
1 Month | -75.00% | ||
3 Months | -72.73% | ||
YTD | -93.75% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0440 | 0.0290 |
---|---|---|
1M High / 1M Low: | 0.2000 | 0.0290 |
6M High / 6M Low: | 0.4000 | 0.0290 |
High (YTD): | 17/01/2024 | 0.5800 |
Low (YTD): | 30/08/2024 | 0.0290 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0839 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1478 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 388.19% | |
Volatility 6M: | 244.10% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |