UC WAR. CALL 12/25 KTF/ DE000HD6JG01 /
2024-08-05 9:42:07 PM | Chg.-0.1000 | Bid9:53:00 PM | Ask9:53:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9300EUR | -9.71% | 0.9000 Bid Size: 35,000 |
0.9300 Ask Size: 35,000 |
MONDELEZ INTL INC. A | 65.00 - | 2025-12-17 | Call |
Master data
WKN: | HD6JG0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-06-24 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.63 |
Leverage: | Yes |
Calculated values
Fair value: | 0.62 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.16 |
Parity: | -0.02 |
Time value: | 1.15 |
Break-even: | 76.50 |
Moneyness: | 1.00 |
Premium: | 0.18 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.13 |
Spread %: | 12.75% |
Delta: | 0.62 |
Theta: | -0.01 |
Omega: | 3.51 |
Rho: | 0.39 |
Quote data
Open: | 0.8800 |
---|---|
High: | 1.0400 |
Low: | 0.8800 |
Previous Close: | 1.0300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +12.05% | ||
---|---|---|---|
1 Month | +17.72% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0300 | 0.8000 |
---|---|---|
1M High / 1M Low: | 1.0300 | 0.6500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8900 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7867 | |
Avg. volume 1M: | 22.3810 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 122.15% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |