OverviewChartNewsTraderScreen

UniCredit Call 70 KTF 18.12.2024/  DE000HC3SNW1  /

EUWAX
8/30/2024  8:20:22 PM Chg.+0.010 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.380
Bid Size: 35,000		 0.390
Ask Size: 35,000		 MONDELEZ INTL INC. A 70.00 - 12/18/2024 Call
 

Master data

WKN: HC3SNW
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/18/2024
Issue date: 2/3/2023
Last trading day: 12/17/2024
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.: 0.54
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.43
Theta: -0.03
Omega: 7.11
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.360
Low: 0.290
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month  
+620.00%
3 Months  
+12.50%
YTD
  -50.68%
1 Year
  -52.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.350
1M High / 1M Low: 0.420 0.020
6M High / 6M Low: 0.660 0.010
High (YTD): 2/2/2024 1.030
Low (YTD): 7/31/2024 0.010
52W High: 2/2/2024 1.030
52W Low: 7/31/2024 0.010
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.361
Avg. volume 6M:   492.063
Avg. price 1Y:   0.538
Avg. volume 1Y:   245.059
Volatility 1M:   5,318.02%
Volatility 6M:   4,491.26%
Volatility 1Y:   3,176.71%
Volatility 3Y:   -