UC WAR. CALL 09/24 OMV/ DE000HD21YJ1 /
| 2024-06-10 9:45:15 PM | Chg.+0.0060 | Bid9:55:37 PM | Ask9:55:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0820EUR | +7.89% | 0.0740 Bid Size: 15,000 |
0.0940 Ask Size: 15,000 |
OMV AG | 45.6097 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD21YJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.61 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 44.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -0.46 |
| Time value: | 0.10 |
| Break-even: | 46.53 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.03 |
| Spread %: | 51.56% |
| Delta: | 0.28 |
| Theta: | -0.01 |
| Omega: | 12.44 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0760 |
|---|---|
| High: | 0.0820 |
| Low: | 0.0760 |
| Previous Close: | 0.0760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.75% | ||
|---|---|---|---|
| 1 Month | -45.33% | ||
| 3 Months | +60.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0870 | 0.0630 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0630 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0758 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1144 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 232.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
