UC WAR. PUT 12/24 OMV/ DE000HC7MBH1 /
04/09/2024 09:46:01 | Chg.0.0000 | Bid10:18:14 | Ask10:18:14 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | 0.00% | 0.1600 Bid Size: 125,000 |
0.1700 Ask Size: 125,000 |
OMV AG | 38.0081 EUR | 18/12/2024 | Put |
Master data
WKN: | HC7MBH |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 38.01 EUR |
Maturity: | 18/12/2024 |
Issue date: | 23/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 9.51:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -22.69 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.22 |
Parity: | -0.09 |
Time value: | 0.18 |
Break-even: | 36.30 |
Moneyness: | 0.98 |
Premium: | 0.06 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.03 |
Spread %: | 20.00% |
Delta: | -0.39 |
Theta: | -0.01 |
Omega: | -8.79 |
Rho: | -0.05 |
Quote data
Open: | 0.1600 |
---|---|
High: | 0.1600 |
Low: | 0.1600 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -23.81% | ||
3 Months | -11.11% | ||
YTD | -69.81% | ||
1 Year | -58.97% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1400 |
---|---|---|
1M High / 1M Low: | 0.2900 | 0.1400 |
6M High / 6M Low: | 0.4400 | 0.1200 |
High (YTD): | 17/01/2024 | 0.6100 |
Low (YTD): | 05/07/2024 | 0.1200 |
52W High: | 17/01/2024 | 0.6100 |
52W Low: | 05/07/2024 | 0.1200 |
Avg. price 1W: | 0.1500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1805 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2177 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3395 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 125.59% | |
Volatility 6M: | 133.46% | |
Volatility 1Y: | 110.60% | |
Volatility 3Y: | - |