UC WAR. CALL 01/25 KTF/ DE000HD6JFY4 /
8/16/2024 9:41:24 PM | Chg.-0.0130 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0830EUR | -13.54% | 0.0800 Bid Size: 50,000 |
0.0930 Ask Size: 50,000 |
MONDELEZ INTL INC. A | 78.00 - | 1/15/2025 | Call |
Master data
WKN: | HD6JFY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 78.00 - |
Maturity: | 1/15/2025 |
Issue date: | 6/24/2024 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 67.42 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.16 |
Parity: | -1.39 |
Time value: | 0.10 |
Break-even: | 78.95 |
Moneyness: | 0.82 |
Premium: | 0.23 |
Premium p.a.: | 0.65 |
Spread abs.: | 0.01 |
Spread %: | 15.85% |
Delta: | 0.17 |
Theta: | -0.01 |
Omega: | 11.52 |
Rho: | 0.04 |
Quote data
Open: | 0.0500 |
---|---|
High: | 0.0830 |
Low: | 0.0500 |
Previous Close: | 0.0960 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -24.55% | ||
---|---|---|---|
1 Month | +29.69% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1200 | 0.0830 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0590 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0988 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0866 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 382.52% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |