UC WAR. CALL 12/24 KTF/ DE000HC4QV56 /
16/10/2024 19:40:56 | Chg.-0.0100 | Bid21:09:05 | Ask21:09:05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7100EUR | -1.39% | 0.7300 Bid Size: 30,000 |
0.7400 Ask Size: 30,000 |
MONDELEZ INTL INC. A | 65.00 - | 18/12/2024 | Call |
Master data
WKN: | HC4QV5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 - |
Maturity: | 18/12/2024 |
Issue date: | 03/03/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.04 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.10 |
Implied volatility: | 0.61 |
Historic volatility: | 0.15 |
Parity: | 0.10 |
Time value: | 0.63 |
Break-even: | 72.30 |
Moneyness: | 1.01 |
Premium: | 0.10 |
Premium p.a.: | 0.70 |
Spread abs.: | 0.01 |
Spread %: | 1.39% |
Delta: | 0.58 |
Theta: | -0.05 |
Omega: | 5.26 |
Rho: | 0.05 |
Quote data
Open: | 0.6800 |
---|---|
High: | 0.7200 |
Low: | 0.6800 |
Previous Close: | 0.7200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.97% | ||
---|---|---|---|
1 Month | -29.70% | ||
3 Months | +91.89% | ||
YTD | -32.38% | ||
1 Year | +12.70% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7200 | 0.5800 |
---|---|---|
1M High / 1M Low: | 1.0100 | 0.5800 |
6M High / 6M Low: | 1.0600 | 0.3400 |
High (YTD): | 02/02/2024 | 1.4100 |
Low (YTD): | 15/07/2024 | 0.3400 |
52W High: | 02/02/2024 | 1.4100 |
52W Low: | 15/07/2024 | 0.3400 |
Avg. price 1W: | 0.6580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8118 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6638 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.8177 | |
Avg. volume 1Y: | 3.9063 | |
Volatility 1M: | 108.83% | |
Volatility 6M: | 132.48% | |
Volatility 1Y: | 106.80% | |
Volatility 3Y: | - |