UC WAR. CALL 06/25 KTF/ DE000HC7U5W7 /
13/09/2024 21:42:20 | Chg.+0.0200 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3100EUR | +6.90% | 0.3100 Bid Size: 50,000 |
0.3300 Ask Size: 50,000 |
MONDELEZ INTL INC. A | 80.00 - | 18/06/2025 | Call |
Master data
WKN: | HC7U5W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 18/06/2025 |
Issue date: | 30/06/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 20.59 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.16 |
Parity: | -1.21 |
Time value: | 0.33 |
Break-even: | 83.30 |
Moneyness: | 0.85 |
Premium: | 0.23 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.02 |
Spread %: | 6.45% |
Delta: | 0.34 |
Theta: | -0.01 |
Omega: | 6.90 |
Rho: | 0.15 |
Quote data
Open: | 0.2200 |
---|---|
High: | 0.3100 |
Low: | 0.2200 |
Previous Close: | 0.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.43% | ||
---|---|---|---|
1 Month | +34.78% | ||
3 Months | +121.43% | ||
YTD | -34.04% | ||
1 Year | -48.33% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3600 | 0.2900 |
---|---|---|
1M High / 1M Low: | 0.3600 | 0.1700 |
6M High / 6M Low: | 0.4000 | 0.1100 |
High (YTD): | 02/02/2024 | 0.6700 |
Low (YTD): | 16/07/2024 | 0.1100 |
52W High: | 02/02/2024 | 0.6700 |
52W Low: | 16/07/2024 | 0.1100 |
Avg. price 1W: | 0.3220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2448 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2284 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3435 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 235.78% | |
Volatility 6M: | 164.35% | |
Volatility 1Y: | 134.39% | |
Volatility 3Y: | - |