UC WAR. CALL 09/24 KTF/ DE000HD03YP6 /
| 6/27/2024 9:41:03 PM | Chg.0.0000 | Bid6/27/2024 | Ask6/27/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | 0.00% | 0.3200 Bid Size: 35,000 |
0.3300 Ask Size: 35,000 |
MONDELEZ INTL INC. A | 65.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD03YP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MONDELEZ INTL INC. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.16 |
| Parity: | -0.26 |
| Time value: | 0.33 |
| Break-even: | 68.30 |
| Moneyness: | 0.96 |
| Premium: | 0.09 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.01 |
| Spread %: | 3.13% |
| Delta: | 0.46 |
| Theta: | -0.03 |
| Omega: | 8.63 |
| Rho: | 0.06 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3300 |
| Low: | 0.3200 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.13% | ||
|---|---|---|---|
| 1 Month | -29.79% | ||
| 3 Months | -54.17% | ||
| YTD | -65.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.3100 |
| 6M High / 6M Low: | 1.3300 | 0.3100 |
| High (YTD): | 2/2/2024 | 1.3300 |
| Low (YTD): | 6/14/2024 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3926 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7720 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 178.66% | |
| Volatility 6M: | 118.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
