UniCredit Call 45.6097 OMV 18.09.2024
/ DE000HD21YJ1
UniCredit Call 45.6097 OMV 18.09..../ DE000HD21YJ1 /
| 28/06/2024 19:27:54 |
Chg.-0.001 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-2.86% |
0.027
Bid Size: 15,000 |
0.059
Ask Size: 15,000 |
OMV AG |
45.6097 EUR |
18/09/2024 |
Call |
Master data
| WKN: |
HD21YJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.61 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
23/01/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
72.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.52 |
| Time value: |
0.06 |
| Break-even: |
46.17 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.03 |
| Spread %: |
118.52% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
15.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.044 |
| High: |
0.045 |
| Low: |
0.034 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+142.86% |
| 1 Month |
|
|
-45.16% |
| 3 Months |
|
|
-62.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.026 |
| 1M High / 1M Low: |
0.078 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
587.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
