UC WAR. CALL 12/24 KTF/ DE000HC4QV56 /
7/12/2024 9:41:32 PM | Chg.-0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3800EUR | -2.56% | 0.3600 Bid Size: 40,000 |
0.3700 Ask Size: 40,000 |
MONDELEZ INTL INC. A | 65.00 - | 12/18/2024 | Call |
Master data
WKN: | HC4QV5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 - |
Maturity: | 12/18/2024 |
Issue date: | 3/3/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.16 |
Parity: | -0.49 |
Time value: | 0.39 |
Break-even: | 68.90 |
Moneyness: | 0.92 |
Premium: | 0.15 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.02 |
Spread %: | 5.41% |
Delta: | 0.44 |
Theta: | -0.02 |
Omega: | 6.71 |
Rho: | 0.10 |
Quote data
Open: | 0.3900 |
---|---|
High: | 0.4000 |
Low: | 0.3800 |
Previous Close: | 0.3900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.15% | ||
---|---|---|---|
1 Month | -15.56% | ||
3 Months | -35.59% | ||
YTD | -63.81% | ||
1 Year | -66.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4300 | 0.3800 |
---|---|---|
1M High / 1M Low: | 0.5600 | 0.3800 |
6M High / 6M Low: | 1.4100 | 0.3800 |
High (YTD): | 2/2/2024 | 1.4100 |
Low (YTD): | 7/12/2024 | 0.3800 |
52W High: | 8/3/2023 | 1.4400 |
52W Low: | 7/12/2024 | 0.3800 |
Avg. price 1W: | 0.3980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4386 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8017 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.9227 | |
Avg. volume 1Y: | 3.9063 | |
Volatility 1M: | 128.03% | |
Volatility 6M: | 98.72% | |
Volatility 1Y: | 90.38% | |
Volatility 3Y: | - |