UC WAR. CALL 06/26 KTF/ DE000HD82ZC5 /
10/16/2024 9:40:26 PM | Chg.+0.0100 | Bid10/16/2024 | Ask10/16/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3100EUR | +3.33% | 0.3100 Bid Size: 70,000 |
0.3300 Ask Size: 70,000 |
Mondelez Internation... | 85.00 USD | 6/17/2026 | Call |
Master data
WKN: | HD82ZC |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Mondelez International Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 USD |
Maturity: | 6/17/2026 |
Issue date: | 8/20/2024 |
Last trading day: | 6/16/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.28 |
Leverage: | Yes |
Calculated values
Fair value: | 0.23 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.15 |
Parity: | -1.21 |
Time value: | 0.31 |
Break-even: | 81.20 |
Moneyness: | 0.84 |
Premium: | 0.23 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.02 |
Spread %: | 6.90% |
Delta: | 0.35 |
Theta: | -0.01 |
Omega: | 7.40 |
Rho: | 0.33 |
Quote data
Open: | 0.2300 |
---|---|
High: | 0.3100 |
Low: | 0.2300 |
Previous Close: | 0.3000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.90% | ||
---|---|---|---|
1 Month | -27.91% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3000 | 0.2800 |
---|---|---|
1M High / 1M Low: | 0.4300 | 0.2800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2880 | |
Avg. volume 1W: | 200 | |
Avg. price 1M: | 0.3418 | |
Avg. volume 1M: | 90.9091 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 58.34% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |