UniCredit Call 48 OMV 18.09.2024
/ DE000HD21YJ1
UniCredit Call 48 OMV 18.09.2024/ DE000HD21YJ1 /
| 2024-04-30 7:33:01 PM |
Chg.+0.018 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+31.58% |
0.070
Bid Size: 15,000 |
0.110
Ask Size: 15,000 |
OMV AG |
48.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD21YJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
-0.33 |
| Time value: |
0.11 |
| Break-even: |
49.10 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
57.14% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
13.64 |
| Rho: |
0.05 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.074 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.93% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-42.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.052 |
| 1M High / 1M Low: |
0.130 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
