UC WAR. PUT 12/24 OMV/ DE000HC7MBH1 /
| 29/07/2024 13:45:07 | Chg.0.0000 | Bid15:35:09 | Ask15:35:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | 0.00% | 0.1900 Bid Size: 125,000 |
0.2000 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: | -20.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | -0.09 |
| Time value: | 0.20 |
| Break-even: | 36.11 |
| Moneyness: | 0.98 |
| Premium: | 0.07 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 17.65% |
| Delta: | -0.38 |
| Theta: | -0.01 |
| Omega: | -7.81 |
| Rho: | -0.07 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.2000 |
| Low: | 0.1800 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.11% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | -23.08% | ||
| YTD | -62.26% | ||
| 1 Year | -63.64% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.2100 | 0.1200 |
| 6M High / 6M Low: | 0.4900 | 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: | 0.1960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1695 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2686 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3704 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 171.69% | |
| Volatility 6M: | 115.33% | |
| Volatility 1Y: | 98.95% | |
| Volatility 3Y: | - |
