UniCredit Put 40 OMV 18.12.2024
/ DE000HC7MBH1
UniCredit Put 40 OMV 18.12.2024/ DE000HC7MBH1 /
2024-05-13 8:11:42 PM |
Chg.-0.010 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-6.25% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
40.00 EUR |
2024-12-18 |
Put |
Master data
WKN: |
HC7MBH |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2024-12-18 |
Issue date: |
2023-06-23 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
-0.68 |
Time value: |
0.19 |
Break-even: |
38.10 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.04 |
Spread %: |
26.67% |
Delta: |
-0.22 |
Theta: |
-0.01 |
Omega: |
-5.35 |
Rho: |
-0.07 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.150 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.57% |
1 Month |
|
|
-31.82% |
3 Months |
|
|
-66.67% |
YTD |
|
|
-71.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.150 |
1M High / 1M Low: |
0.270 |
0.150 |
6M High / 6M Low: |
0.600 |
0.150 |
High (YTD): |
2024-01-17 |
0.600 |
Low (YTD): |
2024-05-13 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.413 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.98% |
Volatility 6M: |
|
93.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |