UniCredit Call 68 KTF 15.01.2025
/ DE000HD68706
UniCredit Call 68 KTF 15.01.2025/ DE000HD68706 /
| 2024-10-18 7:35:12 PM |
Chg.+0.010 |
Bid9:43:04 PM |
Ask9:43:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.490
Bid Size: 35,000 |
0.500
Ask Size: 35,000 |
MONDELEZ INTL INC. A |
68.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD6870 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MONDELEZ INTL INC. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.15 |
| Parity: |
-0.21 |
| Time value: |
0.50 |
| Break-even: |
73.00 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.50 |
| Theta: |
-0.03 |
| Omega: |
6.57 |
| Rho: |
0.07 |
Quote data
| Open: |
0.440 |
| High: |
0.500 |
| Low: |
0.430 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.89% |
| 1 Month |
|
|
-31.94% |
| 3 Months |
|
|
+68.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.400 |
| 1M High / 1M Low: |
0.720 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
