UC WAR. CALL 06/24 OMV/ DE000HD137G6 /
| 2024-05-14 9:45:23 AM | Chg.+0.0120 | Bid9:59:43 AM | Ask9:59:43 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0860EUR | +16.22% | 0.0850 Bid Size: 90,000 |
0.0920 Ask Size: 90,000 |
OMV AG | 48.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HD137G |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-12-05 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 52.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.25 |
| Parity: | -0.12 |
| Time value: | 0.09 |
| Break-even: | 48.89 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.04 |
| Spread %: | 64.81% |
| Delta: | 0.40 |
| Theta: | -0.02 |
| Omega: | 20.94 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0740 |
|---|---|
| High: | 0.0860 |
| Low: | 0.0740 |
| Previous Close: | 0.0740 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +258.33% | ||
|---|---|---|---|
| 1 Month | +48.28% | ||
| 3 Months | +109.76% | ||
| YTD | +34.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0750 | 0.0240 |
|---|---|---|
| 1M High / 1M Low: | 0.0750 | 0.0240 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-04-05 | 0.0900 |
| Low (YTD): | 2024-03-11 | 0.0140 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0502 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0358 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 480.23% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
