UC WAR. CALL 09/24 KTF/ DE000HD03YP6 /
| 26/07/2024 21:41:00 | Chg.-0.0100 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | -3.13% | 0.3100 Bid Size: 35,000 |
0.3200 Ask Size: 35,000 |
MONDELEZ INTL INC. A | 65.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD03YP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MONDELEZ INTL INC. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 19.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.16 |
| Parity: | -0.38 |
| Time value: | 0.32 |
| Break-even: | 68.20 |
| Moneyness: | 0.94 |
| Premium: | 0.11 |
| Premium p.a.: | 1.11 |
| Spread abs.: | 0.01 |
| Spread %: | 3.23% |
| Delta: | 0.42 |
| Theta: | -0.04 |
| Omega: | 8.06 |
| Rho: | 0.03 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3200 |
| Low: | 0.3100 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.82% | ||
|---|---|---|---|
| 1 Month | +19.23% | ||
| 3 Months | -58.11% | ||
| YTD | -67.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.2100 |
| 6M High / 6M Low: | 1.3300 | 0.2100 |
| High (YTD): | 02/02/2024 | 1.3300 |
| Low (YTD): | 15/07/2024 | 0.2100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3080 | |
| Avg. volume 1W: | 200 | |
| Avg. price 1M: | 0.2976 | |
| Avg. volume 1M: | 95.2381 | |
| Avg. price 6M: | 0.6420 | |
| Avg. volume 6M: | 15.7480 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 231.14% | |
| Volatility 6M: | 148.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
