UC WAR. CALL 01/25 KTF/ DE000HC4QV64 /
8/16/2024 9:41:21 PM | Chg.-0.0200 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6600EUR | -2.94% | 0.6500 Bid Size: 30,000 |
0.6600 Ask Size: 30,000 |
MONDELEZ INTL INC. A | 65.00 - | 1/15/2025 | Call |
Master data
WKN: | HC4QV6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 - |
Maturity: | 1/15/2025 |
Issue date: | 3/3/2023 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.42 |
Leverage: | Yes |
Calculated values
Fair value: | 0.26 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.16 |
Parity: | -0.09 |
Time value: | 0.68 |
Break-even: | 71.80 |
Moneyness: | 0.99 |
Premium: | 0.12 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.01 |
Spread %: | 1.49% |
Delta: | 0.55 |
Theta: | -0.03 |
Omega: | 5.21 |
Rho: | 0.12 |
Quote data
Open: | 0.6400 |
---|---|
High: | 0.6600 |
Low: | 0.6400 |
Previous Close: | 0.6800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +69.23% | ||
3 Months | -25.00% | ||
YTD | -37.74% | ||
1 Year | -46.34% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7800 | 0.6300 |
---|---|---|
1M High / 1M Low: | 0.7800 | 0.3900 |
6M High / 6M Low: | 1.1600 | 0.3600 |
High (YTD): | 2/2/2024 | 1.4300 |
Low (YTD): | 7/15/2024 | 0.3600 |
52W High: | 2/2/2024 | 1.4300 |
52W Low: | 7/15/2024 | 0.3600 |
Avg. price 1W: | 0.6840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5700 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7039 | |
Avg. volume 6M: | 1.5748 | |
Avg. price 1Y: | 0.8716 | |
Avg. volume 1Y: | .7813 | |
Volatility 1M: | 173.08% | |
Volatility 6M: | 116.65% | |
Volatility 1Y: | 99.73% | |
Volatility 3Y: | - |