UniCredit Call 65 KTF 18.09.2024
/ DE000HD03YP6
UniCredit Call 65 KTF 18.09.2024/ DE000HD03YP6 /
| 16/08/2024 13:29:26 |
Chg.- |
Bid21:59:39 |
Ask21:59:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.16 |
| Parity: |
0.29 |
| Time value: |
0.29 |
| Break-even: |
70.80 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
2.19 |
| Spread abs.: |
0.07 |
| Spread %: |
13.73% |
| Delta: |
0.64 |
| Theta: |
-0.16 |
| Omega: |
7.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.92% |
| 3 Months |
|
|
+26.19% |
| YTD |
|
|
-44.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.660 |
0.460 |
| 6M High / 6M Low: |
0.890 |
0.200 |
| High (YTD): |
02/02/2024 |
1.310 |
| Low (YTD): |
15/07/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.01% |
| Volatility 6M: |
|
187.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
