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UniCredit Call 65 KTF 15.01.2025/  DE000HC4QV64  /

Frankfurt Zert./HVB
20/09/2024  19:26:52 Chg.-0.010 Bid21:59:38 Ask21:59:38 Underlying Strike price Expiration date Option type
0.950EUR -1.04% 0.910
Bid Size: 25,000		 0.920
Ask Size: 25,000		 MONDELEZ INTL INC. A 65.00 - 15/01/2025 Call
 

Master data

WKN: HC4QV6
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 15/01/2025
Issue date: 03/03/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.23
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.15
Implied volatility: 0.55
Historic volatility: 0.16
Parity: 0.15
Time value: 0.77
Break-even: 74.20
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.60
Theta: -0.04
Omega: 4.37
Rho: 0.10
 

Quote data

Open: 0.930
High: 0.950
Low: 0.920
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+39.71%
3 Months  
+97.92%
YTD
  -9.52%
1 Year
  -12.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.950
1M High / 1M Low: 1.060 0.680
6M High / 6M Low: 1.060 0.360
High (YTD): 02/02/2024 1.410
Low (YTD): 15/07/2024 0.360
52W High: 02/02/2024 1.410
52W Low: 15/07/2024 0.360
Avg. price 1W:   0.992
Avg. volume 1W:   0.000
Avg. price 1M:   0.882
Avg. volume 1M:   0.000
Avg. price 6M:   0.671
Avg. volume 6M:   3.906
Avg. price 1Y:   0.837
Avg. volume 1Y:   1.961
Volatility 1M:   116.19%
Volatility 6M:   126.64%
Volatility 1Y:   105.77%
Volatility 3Y:   -