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 | -21.43% | ||
|---|---|---|---|
| 1 Month | -26.67% | ||
| 3 Months | +22.22% | ||
| 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: | 0.3080 | |
| Avg. volume 1M: | 100 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 190.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
