UniCredit Put 40 OMV 18.12.2024/  DE000HC7MBH1  /

EUWAX
2024-05-27  9:03:09 PM Chg.- Bid9:30:35 AM Ask9:30:35 AM Underlying Strike price Expiration date Option type
0.140EUR - 0.160
Bid Size: 100,000
0.170
Ask Size: 100,000
OMV AG 40.00 - 2024-12-18 Put
 

Master data

WKN: HC7MBH
Issuer: UniCredit
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2024-12-18
Issue date: 2023-06-23
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.91
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -0.66
Time value: 0.18
Break-even: 38.20
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 28.57%
Delta: -0.22
Theta: -0.01
Omega: -5.63
Rho: -0.07
 

Quote data

Open: 0.150
High: 0.150
Low: 0.140
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -48.15%
3 Months
  -66.67%
YTD
  -73.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.250 0.130
6M High / 6M Low: 0.600 0.130
High (YTD): 2024-01-17 0.600
Low (YTD): 2024-05-21 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.57%
Volatility 6M:   98.26%
Volatility 1Y:   -
Volatility 3Y:   -