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UniCredit Call 70 KTF 15.01.2025/  DE000HC3SP12  /

EUWAX
2024-09-20  8:54:09 AM Chg.-0.020 Bid10:01:43 AM Ask10:01:43 AM Underlying Strike price Expiration date Option type
0.560EUR -3.45% 0.540
Bid Size: 14,000		 0.580
Ask Size: 14,000		 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: 11.36
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.16
Parity: -0.30
Time value: 0.59
Break-even: 75.90
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.50
Theta: -0.03
Omega: 5.68
Rho: 0.09
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.20%
1 Month  
+43.59%
3 Months  
+133.33%
YTD
  -25.33%
1 Year
  -34.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.580
1M High / 1M Low: 0.690 0.370
6M High / 6M Low: 0.690 0.010
High (YTD): 2024-02-02 1.050
Low (YTD): 2024-07-31 0.010
52W High: 2024-02-02 1.050
52W Low: 2024-07-31 0.010
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.550
Avg. volume 1Y:   0.000
Volatility 1M:   183.52%
Volatility 6M:   3,984.82%
Volatility 1Y:   2,826.48%
Volatility 3Y:   -