UC WAR. PUT 12/24 OMV/ DE000HC7MBH1 /
29/07/2024 15:45:42 | Chg.0.0000 | Bid29/07/2024 | Ask29/07/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2000EUR | 0.00% | 0.2000 Bid Size: 125,000 |
0.2100 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: | - |