UC WAR. CALL 06/25 OMV/  DE000HD21YK9  /

gettex
2024-05-23  9:46:51 PM Chg.+0.0200 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.4700EUR +4.44% -
Bid Size: 10,000
-
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: 8.17
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.16
Implied volatility: 0.20
Historic volatility: 0.25
Parity: 0.16
Time value: 0.41
Break-even: 50.70
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.14
Spread %: 32.56%
Delta: 0.68
Theta: -0.01
Omega: 5.54
Rho: 0.28
 

Quote data

Open: 0.4500
High: 0.4800
Low: 0.4500
Previous Close: 0.4500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+42.42%
3 Months  
+80.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.5200 0.4500
1M High / 1M Low: 0.5200 0.3000
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.4880
Avg. volume 1W:   0.0000
Avg. price 1M:   0.4057
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -