UC WAR. CALL 01/26 KTF/ DE000HD31X04 /
2024-09-26 7:41:09 PM | Chg.-0.0100 | Bid8:21:17 PM | Ask8:21:17 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8500EUR | -1.16% | 0.8500 Bid Size: 30,000 |
0.8800 Ask Size: 30,000 |
MONDELEZ INTL INC. A | 70.00 - | 2026-01-14 | Call |
Master data
WKN: | HD31X0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MONDELEZ INTL INC. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-02-26 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.45 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.16 |
Parity: | -0.35 |
Time value: | 0.87 |
Break-even: | 78.70 |
Moneyness: | 0.95 |
Premium: | 0.18 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.03 |
Spread %: | 3.57% |
Delta: | 0.56 |
Theta: | -0.01 |
Omega: | 4.27 |
Rho: | 0.37 |
Quote data
Open: | 0.7700 |
---|---|
High: | 0.8500 |
Low: | 0.7700 |
Previous Close: | 0.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.61% | ||
---|---|---|---|
1 Month | +14.86% | ||
3 Months | +49.12% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9200 | 0.8600 |
---|---|---|
1M High / 1M Low: | 1.0000 | 0.6900 |
6M High / 6M Low: | 1.0100 | 0.4500 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8726 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7233 | |
Avg. volume 6M: | 1.8450 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 116.76% | |
Volatility 6M: | 96.92% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |