UC WAR. CALL 09/24 OMV/ DE000HD032K1 /
| 2024-06-03 9:45:58 PM | Chg.+0.0100 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | +5.56% | 0.1800 Bid Size: 10,000 |
0.2100 Ask Size: 10,000 |
OMV AG | 45.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD032K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.10 |
| Historic volatility: | 0.25 |
| Parity: | 0.12 |
| Time value: | 0.09 |
| Break-even: | 47.10 |
| Moneyness: | 1.03 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 16.67% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 16.80 |
| Rho: | 0.10 |
Quote data
| Open: | 0.1900 |
|---|---|
| High: | 0.2100 |
| Low: | 0.1900 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.92% | ||
|---|---|---|---|
| 1 Month | +18.75% | ||
| 3 Months | +58.33% | ||
| YTD | +18.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2600 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.1600 |
| 6M High / 6M Low: | 0.3300 | 0.0830 |
| High (YTD): | 2024-05-21 | 0.3300 |
| Low (YTD): | 2024-03-11 | 0.0830 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2452 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1661 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 209.59% | |
| Volatility 6M: | 181.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
