OverviewChartNewsTraderScreen

UniCredit Call 70 KTF 15.01.2025/  DE000HC3SP12  /

Frankfurt Zert./HVB
2024-09-20  7:37:22 PM Chg.-0.010 Bid9:54:03 PM Ask9:54:03 PM Underlying Strike price Expiration date Option type
0.570EUR -1.72% 0.540
Bid Size: 30,000		 0.550
Ask Size: 30,000		 MONDELEZ INTL INC. A 70.00 - 2025-01-15 Call
 

Master data

WKN: HC3SP1
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-15
Issue date: 2023-02-03
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.10
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.16
Parity: -0.35
Time value: 0.55
Break-even: 75.50
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.49
Theta: -0.03
Omega: 5.89
Rho: 0.09
 

Quote data

Open: 0.560
High: 0.570
Low: 0.530
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.31%
1 Month  
+46.15%
3 Months  
+137.50%
YTD
  -24.00%
1 Year
  -28.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.570
1M High / 1M Low: 0.680 0.360
6M High / 6M Low: 0.680 0.160
High (YTD): 2024-02-02 1.050
Low (YTD): 2024-07-15 0.160
52W High: 2024-02-02 1.050
52W Low: 2024-07-15 0.160
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.387
Avg. volume 6M:   0.000
Avg. price 1Y:   0.551
Avg. volume 1Y:   43.701
Volatility 1M:   190.99%
Volatility 6M:   181.91%
Volatility 1Y:   143.75%
Volatility 3Y:   -