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UniCredit Put 38.0081 OMV 18.12.2.../  DE000HC7MBH1  /

EUWAX
27/06/2024  09:05:45 Chg.-0.010 Bid12:08:31 Ask12:08:31 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 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: -24.99
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -0.25
Time value: 0.17
Break-even: 36.39
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 21.43%
Delta: -0.30
Theta: -0.01
Omega: -7.61
Rho: -0.07
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month     0.00%
3 Months
  -51.72%
YTD
  -73.08%
1 Year
  -77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: 0.600 0.130
High (YTD): 17/01/2024 0.600
Low (YTD): 29/05/2024 0.130
52W High: 29/06/2023 0.630
52W Low: 29/05/2024 0.130
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   0.390
Avg. volume 1Y:   0.000
Volatility 1M:   177.90%
Volatility 6M:   118.85%
Volatility 1Y:   102.25%
Volatility 3Y:   -