UC WAR. PUT 09/24 OMV/ DE000HC9XQV3 /
2024-05-14 1:46:49 PM | Chg.-0.0100 | Bid3:06:32 PM | Ask3:06:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0900EUR | -10.00% | 0.0850 Bid Size: 100,000 |
0.0920 Ask Size: 100,000 |
OMV AG | 40.00 EUR | 2024-09-18 | Put |
Master data
WKN: | HC9XQV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -39.30 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.25 |
Parity: | -0.72 |
Time value: | 0.12 |
Break-even: | 38.80 |
Moneyness: | 0.85 |
Premium: | 0.18 |
Premium p.a.: | 0.60 |
Spread abs.: | 0.04 |
Spread %: | 50.00% |
Delta: | -0.18 |
Theta: | -0.01 |
Omega: | -7.24 |
Rho: | -0.03 |
Quote data
Open: | 0.1000 |
---|---|
High: | 0.1000 |
Low: | 0.0900 |
Previous Close: | 0.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -43.75% | ||
---|---|---|---|
1 Month | -50.00% | ||
3 Months | -78.05% | ||
YTD | -81.25% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1000 |
---|---|---|
1M High / 1M Low: | 0.2200 | 0.1000 |
6M High / 6M Low: | 0.5800 | 0.1000 |
High (YTD): | 2024-01-17 | 0.5800 |
Low (YTD): | 2024-05-13 | 0.1000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1810 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3744 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 144.17% | |
Volatility 6M: | 105.58% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |