UC WAR. CALL 06/25 KTF/ DE000HD4WLR4 /
18/10/2024 21:40:44 | Chg.+0.0100 | Bid21:43:04 | Ask21:43:04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8900EUR | +1.14% | 0.8800 Bid Size: 35,000 |
0.8900 Ask Size: 35,000 |
MONDELEZ INTL INC. A | 65.00 - | 18/06/2025 | Call |
Master data
WKN: | HD4WLR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 - |
Maturity: | 18/06/2025 |
Issue date: | 22/04/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.44 |
---|---|
Intrinsic value: | 0.09 |
Implied volatility: | 0.37 |
Historic volatility: | 0.15 |
Parity: | 0.09 |
Time value: | 0.80 |
Break-even: | 73.90 |
Moneyness: | 1.01 |
Premium: | 0.12 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.01 |
Spread %: | 1.14% |
Delta: | 0.60 |
Theta: | -0.02 |
Omega: | 4.47 |
Rho: | 0.20 |
Quote data
Open: | 0.8400 |
---|---|
High: | 0.8900 |
Low: | 0.8400 |
Previous Close: | 0.8800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.95% | ||
---|---|---|---|
1 Month | -19.82% | ||
3 Months | +34.85% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9200 | 0.7900 |
---|---|---|
1M High / 1M Low: | 1.1100 | 0.7900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8760 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9455 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 69.32% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |