UC WAR. CALL 06/25 OMV/ DE000HD21YK9 /
| 2024-05-30 9:45:04 PM | Chg.-0.0300 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -7.32% | 0.3200 Bid Size: 10,000 |
0.4600 Ask Size: 10,000 |
OMV AG | 45.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD21YK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.25 |
| Parity: | 0.08 |
| Time value: | 0.41 |
| Break-even: | 49.90 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.14 |
| Spread %: | 40.00% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 6.10 |
| Rho: | 0.26 |
Quote data
| Open: | 0.4100 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3700 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.15% | ||
|---|---|---|---|
| 1 Month | +5.56% | ||
| 3 Months | +46.15% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.3300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4381 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.12% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
