UC WAR. CALL 06/25 OMV/ DE000HD1EE60 /
| 2024-06-07 9:46:20 PM | Chg.+0.0100 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | +1.47% | 0.6800 Bid Size: 8,000 |
0.7100 Ask Size: 8,000 |
OMV AG | 38.0081 EUR | 2025-06-18 | Call |
Master data
| WKN: | HD1EE6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.24 |
| Parity: | 0.34 |
| Time value: | 0.37 |
| Break-even: | 44.76 |
| Moneyness: | 1.08 |
| Premium: | 0.09 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 4.41% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.40 |
| Rho: | 0.24 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.6900 |
| Low: | 0.6800 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +7.81% | ||
| 3 Months | +76.92% | ||
| YTD | +46.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7000 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.6400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-21 | 0.8300 |
| Low (YTD): | 2024-03-11 | 0.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7357 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
