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UniCredit Put 38.0081 OMV 18.12.2.../  DE000HC7MBH1  /

EUWAX
02/09/2024  19:47:55 Chg.+0.010 Bid20:00:30 Ask20:00:30 Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 15,000		 0.160
Ask Size: 15,000		 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: -27.62
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.14
Time value: 0.15
Break-even: 36.58
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 25.00%
Delta: -0.35
Theta: -0.01
Omega: -9.59
Rho: -0.04
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -26.32%
3 Months
  -12.50%
YTD
  -73.08%
1 Year
  -64.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: 0.430 0.100
High (YTD): 17/01/2024 0.600
Low (YTD): 04/07/2024 0.100
52W High: 17/01/2024 0.600
52W Low: 04/07/2024 0.100
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.328
Avg. volume 1Y:   0.000
Volatility 1M:   197.75%
Volatility 6M:   155.64%
Volatility 1Y:   124.82%
Volatility 3Y:   -