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UniCredit Call 65 KTF 18.12.2024/  DE000HC4QV56  /

Frankfurt Zert./HVB
2024-09-23  8:41:02 AM Chg.-0.060 Bid9:30:53 AM Ask9:30:53 AM Underlying Strike price Expiration date Option type
0.880EUR -6.38% 0.890
Bid Size: 8,000		 0.930
Ask Size: 8,000		 MONDELEZ INTL INC. A 65.00 - 2024-12-18 Call
 

Master data

WKN: HC4QV5
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-18
Issue date: 2023-03-03
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.31
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.15
Implied volatility: 0.63
Historic volatility: 0.16
Parity: 0.15
Time value: 0.76
Break-even: 74.10
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.60
Theta: -0.05
Omega: 4.40
Rho: 0.07
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.87%
1 Month  
+29.41%
3 Months  
+95.56%
YTD
  -15.38%
1 Year
  -17.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.940
1M High / 1M Low: 1.040 0.670
6M High / 6M Low: 1.040 0.330
High (YTD): 2024-02-02 1.390
Low (YTD): 2024-07-15 0.330
52W High: 2024-02-02 1.390
52W Low: 2024-07-15 0.330
Avg. price 1W:   0.978
Avg. volume 1W:   0.000
Avg. price 1M:   0.873
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   15.354
Avg. price 1Y:   0.816
Avg. volume 1Y:   36.811
Volatility 1M:   125.69%
Volatility 6M:   135.84%
Volatility 1Y:   111.70%
Volatility 3Y:   -