UC WAR. CALL 01/25 KTF/ DE000HC4QV64 /
10/09/2024 11:41:48 | Chg.-0.0200 | Bid13:00:38 | Ask13:00:38 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0500EUR | -1.87% | 1.0500 Bid Size: 14,000 |
1.0900 Ask Size: 14,000 |
MONDELEZ INTL INC. A | 65.00 - | 15/01/2025 | Call |
Master data
WKN: | HC4QV6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 - |
Maturity: | 15/01/2025 |
Issue date: | 03/03/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.35 |
Leverage: | Yes |
Calculated values
Fair value: | 0.53 |
---|---|
Intrinsic value: | 0.36 |
Implied volatility: | 0.54 |
Historic volatility: | 0.16 |
Parity: | 0.36 |
Time value: | 0.72 |
Break-even: | 75.80 |
Moneyness: | 1.06 |
Premium: | 0.10 |
Premium p.a.: | 0.33 |
Spread abs.: | 0.01 |
Spread %: | 0.93% |
Delta: | 0.64 |
Theta: | -0.04 |
Omega: | 4.09 |
Rho: | 0.12 |
Quote data
Open: | 1.0100 |
---|---|
High: | 1.0500 |
Low: | 1.0100 |
Previous Close: | 1.0700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +36.36% | ||
---|---|---|---|
1 Month | +59.09% | ||
3 Months | +87.50% | ||
YTD | -0.94% | ||
1 Year | +3.96% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0700 | 0.7700 |
---|---|---|
1M High / 1M Low: | 1.0700 | 0.6300 |
6M High / 6M Low: | 1.0700 | 0.3600 |
High (YTD): | 02/02/2024 | 1.4300 |
Low (YTD): | 15/07/2024 | 0.3600 |
52W High: | 02/02/2024 | 1.4300 |
52W Low: | 15/07/2024 | 0.3600 |
Avg. price 1W: | 0.9820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7695 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6742 | |
Avg. volume 6M: | 1.5625 | |
Avg. price 1Y: | 0.8487 | |
Avg. volume 1Y: | .7843 | |
Volatility 1M: | 146.24% | |
Volatility 6M: | 124.35% | |
Volatility 1Y: | 103.85% | |
Volatility 3Y: | - |