UC WAR. CALL 12/24 OMV/ DE000HC7MBG3 /
2024-05-14 11:45:44 AM | Chg.+0.0020 | Bid11:59:57 AM | Ask11:59:57 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0760EUR | +2.70% | - Bid Size: 100,000 |
- Ask Size: 100,000 |
OMV AG | 55.00 EUR | 2024-12-18 | Call |
Master data
WKN: | HC7MBG |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 55.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 50.17 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.25 |
Parity: | -0.78 |
Time value: | 0.09 |
Break-even: | 55.94 |
Moneyness: | 0.86 |
Premium: | 0.19 |
Premium p.a.: | 0.33 |
Spread abs.: | 0.04 |
Spread %: | 59.32% |
Delta: | 0.23 |
Theta: | -0.01 |
Omega: | 11.58 |
Rho: | 0.06 |
Quote data
Open: | 0.0740 |
---|---|
High: | 0.0760 |
Low: | 0.0740 |
Previous Close: | 0.0740 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +80.95% | ||
---|---|---|---|
1 Month | +43.40% | ||
3 Months | +100.00% | ||
YTD | +26.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0750 | 0.0420 |
---|---|---|
1M High / 1M Low: | 0.0750 | 0.0420 |
6M High / 6M Low: | 0.1400 | 0.0180 |
High (YTD): | 2024-05-10 | 0.0750 |
Low (YTD): | 2024-03-11 | 0.0180 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0592 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0494 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0547 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 221.35% | |
Volatility 6M: | 266.76% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |