UniCredit Call 45.6097 OMV 18.09.2024
/ DE000HD21YJ1
UniCredit Call 45.6097 OMV 18.09..../ DE000HD21YJ1 /
2024-06-27 11:32:31 AM |
Chg.+0.011 |
Bid11:54:22 AM |
Ask11:54:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
+35.48% |
0.043 Bid Size: 100,000 |
0.049 Ask Size: 100,000 |
OMV AG |
45.6097 EUR |
2024-09-18 |
Call |
Master data
WKN: |
HD21YJ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.61 EUR |
Maturity: |
2024-09-18 |
Issue date: |
2024-01-23 |
Last trading day: |
2024-09-17 |
Ratio: |
9.51:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
77.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.24 |
Parity: |
-0.55 |
Time value: |
0.06 |
Break-even: |
46.13 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.03 |
Spread %: |
139.13% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
15.29 |
Rho: |
0.02 |
Quote data
Open: |
0.041 |
High: |
0.046 |
Low: |
0.041 |
Previous Close: |
0.031 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+147.06% |
1 Month |
|
|
-61.82% |
3 Months |
|
|
-40.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.014 |
1M High / 1M Low: |
0.110 |
0.014 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
583.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |