UC WAR. CALL 06/25 KTF/ DE000HD03YU6 /
| 7/10/2024 3:40:41 PM | Chg.-0.0100 | Bid4:36:08 PM | Ask4:36:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -2.78% | 0.3600 Bid Size: 50,000 |
0.3700 Ask Size: 50,000 |
MONDELEZ INTL INC. A | 70.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD03YU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MONDELEZ INTL INC. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 10/23/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.16 |
| Parity: | -0.97 |
| Time value: | 0.35 |
| Break-even: | 73.50 |
| Moneyness: | 0.86 |
| Premium: | 0.22 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.01 |
| Spread %: | 2.94% |
| Delta: | 0.37 |
| Theta: | -0.01 |
| Omega: | 6.46 |
| Rho: | 0.18 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3500 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.50% | ||
|---|---|---|---|
| 1 Month | -27.08% | ||
| 3 Months | -36.36% | ||
| YTD | -61.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.3500 |
| 6M High / 6M Low: | 1.2300 | 0.3500 |
| High (YTD): | 2/2/2024 | 1.2300 |
| Low (YTD): | 6/28/2024 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4123 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7173 | |
| Avg. volume 6M: | 5.5118 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.86% | |
| Volatility 6M: | 93.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
