UniCredit Call 40 OMV 18.09.2024
/ DE000HD67XT5
UniCredit Call 40 OMV 18.09.2024/ DE000HD67XT5 /
| 2024-07-05 7:31:33 PM |
Chg.-0.040 |
Bid8:59:29 PM |
Ask8:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-13.33% |
0.270
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
OMV AG |
40.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD67XT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.16 |
| Time value: |
0.17 |
| Break-even: |
43.30 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
8.28 |
| Rho: |
0.05 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.230 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
