UniCredit Call 45 OMV 18.09.2024
/ DE000HD032K1
UniCredit Call 45 OMV 18.09.2024/ DE000HD032K1 /
| 2024-05-17 8:34:49 PM |
Chg.+0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
45.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD032K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
0.06 |
| Break-even: |
48.10 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
14.81% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
14.79 |
| Rho: |
0.14 |
Quote data
| Open: |
0.250 |
| High: |
0.300 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+64.71% |
| 3 Months |
|
|
+115.38% |
| YTD |
|
|
+86.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
0.310 |
0.120 |
| 6M High / 6M Low: |
0.310 |
0.081 |
| High (YTD): |
2024-05-14 |
0.310 |
| Low (YTD): |
2024-03-11 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.156 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.69% |
| Volatility 6M: |
|
178.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
