UC WAR. CALL 06/24 OMV/ DE000HC7E122 /
| 2024-05-15 9:45:16 PM | Chg.-0.0100 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | -3.57% | 0.2600 Bid Size: 10,000 |
0.3000 Ask Size: 10,000 |
OMV AG | 45.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC7E12 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.25 |
| Parity: | 0.24 |
| Time value: | 0.07 |
| Break-even: | 48.10 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.04 |
| Spread %: | 14.81% |
| Delta: | 0.76 |
| Theta: | -0.02 |
| Omega: | 11.68 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2800 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2600 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +92.86% | ||
|---|---|---|---|
| 1 Month | +80.00% | ||
| 3 Months | +275.00% | ||
| YTD | +125.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.0720 |
| 6M High / 6M Low: | 0.2900 | 0.0490 |
| High (YTD): | 2024-05-14 | 0.2800 |
| Low (YTD): | 2024-03-11 | 0.0490 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1329 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1185 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 347.44% | |
| Volatility 6M: | 238.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
