UniCredit Call 38.0081 OMV 19.03.2025
/ DE000HD43FU1
UniCredit Call 38.0081 OMV 19.03..../ DE000HD43FU1 /
| 8/1/2024 9:06:21 AM |
Chg.-0.020 |
Bid10:47:29 AM |
Ask10:47:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-4.76% |
0.380
Bid Size: 80,000 |
0.390
Ask Size: 80,000 |
OMV AG |
38.0081 EUR |
3/19/2025 |
Call |
Master data
| WKN: |
HD43FU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.01 EUR |
| Maturity: |
3/19/2025 |
| Issue date: |
3/25/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
0.07 |
| Time value: |
0.37 |
| Break-even: |
42.19 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
5.70 |
| Rho: |
0.12 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
-29.82% |
| 3 Months |
|
|
-31.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.370 |
| 1M High / 1M Low: |
0.650 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
