UniCredit Call 70 KTF 18.12.2024
/ DE000HC3SNW1
UniCredit Call 70 KTF 18.12.2024/ DE000HC3SNW1 /
2024-08-30 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 - |
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: |
18.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.16 |
Parity: |
-0.62 |
Time value: |
0.34 |
Break-even: |
73.40 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.39 |
Theta: |
-0.03 |
Omega: |
7.39 |
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 |
|
|
0.00% |
1 Month |
|
|
+56.52% |
3 Months |
|
|
+20.00% |
YTD |
|
|
-50.68% |
1 Year |
|
|
-57.65% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.350 |
1M High / 1M Low: |
0.420 |
0.010 |
6M High / 6M Low: |
0.720 |
0.010 |
High (YTD): |
2024-02-02 |
1.030 |
Low (YTD): |
2024-07-31 |
0.010 |
52W High: |
2024-02-02 |
1.030 |
52W Low: |
2024-07-31 |
0.010 |
Avg. price 1W: |
|
0.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.295 |
Avg. volume 1M: |
|
1,000 |
Avg. price 6M: |
|
0.366 |
Avg. volume 6M: |
|
488.189 |
Avg. price 1Y: |
|
0.542 |
Avg. volume 1Y: |
|
243.137 |
Volatility 1M: |
|
10,544.37% |
Volatility 6M: |
|
4,474.41% |
Volatility 1Y: |
|
3,164.65% |
Volatility 3Y: |
|
- |