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UniCredit Call 65 KTF 15.01.2025/  DE000HC4QV64  /

EUWAX
6/27/2024  4:31:46 PM Chg.-0.020 Bid5:17:41 PM Ask5:17:41 PM Underlying Strike price Expiration date Option type
0.470EUR -4.08% 0.470
Bid Size: 35,000		 0.480
Ask Size: 35,000		 MONDELEZ INTL INC. A 65.00 - 1/15/2025 Call
 

Master data

WKN: HC4QV6
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 1/15/2025
Issue date: 3/3/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.00
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.16
Parity: -0.26
Time value: 0.48
Break-even: 69.80
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.50
Theta: -0.02
Omega: 6.56
Rho: 0.15
 

Quote data

Open: 0.460
High: 0.470
Low: 0.460
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month
  -22.95%
3 Months
  -44.05%
YTD
  -55.24%
1 Year
  -65.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.460
1M High / 1M Low: 0.610 0.440
6M High / 6M Low: 1.400 0.440
High (YTD): 2/2/2024 1.400
Low (YTD): 6/14/2024 0.440
52W High: 8/3/2023 1.440
52W Low: 6/14/2024 0.440
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   0.883
Avg. volume 6M:   0.000
Avg. price 1Y:   0.976
Avg. volume 1Y:   0.000
Volatility 1M:   127.62%
Volatility 6M:   93.18%
Volatility 1Y:   87.63%
Volatility 3Y:   -