UniCredit Call 40 OMV 19.06.2024
/ DE000HC7E114
UniCredit Call 40 OMV 19.06.2024/ DE000HC7E114 /
| 2024-04-26 7:26:03 PM |
Chg.-0.020 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
40.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC7E11 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
0.33 |
| Time value: |
0.06 |
| Break-even: |
43.90 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
9.12 |
| Rho: |
0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
-17.78% |
| 3 Months |
|
|
+42.31% |
| YTD |
|
|
+27.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.570 |
0.370 |
| 6M High / 6M Low: |
0.570 |
0.190 |
| High (YTD): |
2024-04-05 |
0.570 |
| Low (YTD): |
2024-01-23 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.21% |
| Volatility 6M: |
|
149.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
