UC WAR. CALL 03/25 OMV/ DE000HD43FU1 /
| 1/24/2025 3:45:42 PM | Chg.0.0000 | Bid3:58:36 PM | Ask3:58:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | 0.00% | 0.2200 Bid Size: 70,000 |
0.2300 Ask Size: 70,000 |
OMV AG | 38.0081 EUR | 3/19/2025 | Call |
Master data
| WKN: | HD43FU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.01 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 3/25/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.21 |
| Parity: | 0.13 |
| Time value: | 0.12 |
| Break-even: | 40.38 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.03 |
| Spread %: | 13.64% |
| Delta: | 0.65 |
| Theta: | -0.02 |
| Omega: | 10.77 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2000 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.69% | ||
|---|---|---|---|
| 1 Month | +100.00% | ||
| 3 Months | -22.58% | ||
| YTD | +71.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2600 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.2600 | 0.1400 |
| 6M High / 6M Low: | 0.4400 | 0.1200 |
| High (YTD): | 1/17/2025 | 0.2600 |
| Low (YTD): | 1/22/2025 | 0.2100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2206 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2903 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 219.30% | |
| Volatility 6M: | 154.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |