UC WAR. CALL 06/24 OMV/ DE000HD0A363 /
2024-04-26 9:46:18 PM | Chg.-0.0200 | Bid2024-04-26 | Ask2024-04-26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2200EUR | -8.33% | 0.2200 Bid Size: 15,000 |
0.2400 Ask Size: 15,000 |
OMV AG | 42.00 EUR | 2024-06-19 | Call |
Master data
WKN: | HD0A36 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 42.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2023-10-30 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.03 |
Leverage: | Yes |
Calculated values
Fair value: | 0.25 |
---|---|
Intrinsic value: | 0.13 |
Implied volatility: | 0.24 |
Historic volatility: | 0.25 |
Parity: | 0.13 |
Time value: | 0.11 |
Break-even: | 44.40 |
Moneyness: | 1.03 |
Premium: | 0.03 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.02 |
Spread %: | 9.09% |
Delta: | 0.67 |
Theta: | -0.02 |
Omega: | 12.03 |
Rho: | 0.04 |
Quote data
Open: | 0.2400 |
---|---|
High: | 0.2600 |
Low: | 0.2200 |
Previous Close: | 0.2400 |
Turnover: | 500 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -18.52% | ||
---|---|---|---|
1 Month | -26.67% | ||
3 Months | 0.00% | ||
YTD | +4.76% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.2700 | 0.2200 |
---|---|---|
1M High / 1M Low: | 0.4200 | 0.2200 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-04-05 | 0.4200 |
Low (YTD): | 2024-01-22 | 0.1200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2440 | |
Avg. volume 1W: | 400 | |
Avg. price 1M: | 0.3084 | |
Avg. volume 1M: | 105.2632 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 188.96% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |