UniCredit Call 70 KTF 18.12.2024
/ DE000HC3SNW1
UniCredit Call 70 KTF 18.12.2024/ DE000HC3SNW1 /
2024-09-20 7:40:51 PM |
Chg.-0.010 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-1.79% |
0.510 Bid Size: 25,000 |
0.520 Ask Size: 25,000 |
MONDELEZ INTL INC. A |
70.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC3SNW |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MONDELEZ INTL INC. A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-02-03 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.16 |
Parity: |
-0.35 |
Time value: |
0.52 |
Break-even: |
75.20 |
Moneyness: |
0.95 |
Premium: |
0.13 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
0.48 |
Theta: |
-0.04 |
Omega: |
6.12 |
Rho: |
0.06 |
Quote data
Open: |
0.530 |
High: |
0.550 |
Low: |
0.510 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
+57.14% |
3 Months |
|
|
+161.90% |
YTD |
|
|
-24.66% |
1 Year |
|
|
-30.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.550 |
1M High / 1M Low: |
0.650 |
0.340 |
6M High / 6M Low: |
0.650 |
0.140 |
High (YTD): |
2024-02-02 |
1.040 |
Low (YTD): |
2024-07-15 |
0.140 |
52W High: |
2024-02-02 |
1.040 |
52W Low: |
2024-07-15 |
0.140 |
Avg. price 1W: |
|
0.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.501 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.365 |
Avg. volume 6M: |
|
1,656.250 |
Avg. price 1Y: |
|
0.530 |
Avg. volume 1Y: |
|
867.059 |
Volatility 1M: |
|
208.38% |
Volatility 6M: |
|
210.56% |
Volatility 1Y: |
|
163.30% |
Volatility 3Y: |
|
- |