UniCredit Call 52 OMV 18.12.2024/  DE000HD4VU82  /

EUWAX
2024-06-03  8:46:34 PM Chg.- Bid9:26:59 AM Ask9:26:59 AM Underlying Strike price Expiration date Option type
0.076EUR - 0.067
Bid Size: 100,000
0.074
Ask Size: 100,000
OMV AG 52.00 - 2024-12-18 Call
 

Master data

WKN: HD4VU8
Issuer: UniCredit
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-12-18
Issue date: 2024-04-22
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.04
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.25
Parity: -0.58
Time value: 0.11
Break-even: 53.10
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.28
Theta: -0.01
Omega: 11.77
Rho: 0.06
 

Quote data

Open: 0.089
High: 0.093
Low: 0.073
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.00%
1 Month  
+20.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.050
1M High / 1M Low: 0.130 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   307.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -