UniCredit Call 36 OMV 17.09.2025
/ DE000HD958E0
UniCredit Call 36 OMV 17.09.2025/ DE000HD958E0 /
| 1/9/2025 7:37:09 PM |
Chg.0.000 |
Bid9:20:18 AM |
Ask9:20:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.420
Bid Size: 70,000 |
0.430
Ask Size: 70,000 |
OMV AG |
36.00 EUR |
9/17/2025 |
Call |
Master data
| WKN: |
HD958E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
9/17/2025 |
| Issue date: |
9/30/2024 |
| Last trading day: |
9/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
0.25 |
| Time value: |
0.18 |
| Break-even: |
40.30 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
6.53 |
| Rho: |
0.16 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
-2.38% |
| 3 Months |
|
|
-22.64% |
| YTD |
|
|
+28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.410 |
| 1M High / 1M Low: |
0.450 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.450 |
| Low (YTD): |
1/2/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |