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UniCredit Call 70 KTF 18.12.2024/  DE000HC3SNW1  /

Frankfurt Zert./HVB
2024-09-02  7:25:30 PM Chg.-0.020 Bid9:58:44 PM Ask9:58:44 PM Underlying Strike price Expiration date Option type
0.340EUR -5.56% 0.350
Bid Size: 30,000		 0.450
Ask Size: 30,000		 MONDELEZ INTL INC. A 70.00 - 2024-12-18 Call
 

Master data

WKN: HC3SNW
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-18
Issue date: 2023-02-03
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.67
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.16
Parity: -0.50
Time value: 0.39
Break-even: 73.90
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.43
Theta: -0.03
Omega: 7.11
Rho: 0.07
 

Quote data

Open: 0.330
High: 0.350
Low: 0.170
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.82%
1 Month
  -2.86%
3 Months  
+9.68%
YTD
  -53.42%
1 Year
  -54.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.420 0.280
6M High / 6M Low: 0.660 0.140
High (YTD): 2024-02-02 1.040
Low (YTD): 2024-07-15 0.140
52W High: 2024-02-02 1.040
52W Low: 2024-07-15 0.140
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   2,380.952
Avg. price 6M:   0.369
Avg. volume 6M:   1,669.291
Avg. price 1Y:   0.542
Avg. volume 1Y:   870.472
Volatility 1M:   203.86%
Volatility 6M:   196.98%
Volatility 1Y:   155.00%
Volatility 3Y:   -