UniCredit Call 70 MDLZ 18.06.2025
/ DE000HD03YU6
UniCredit Call 70 MDLZ 18.06.2025/ DE000HD03YU6 /
| 5/14/2024 10:43:35 AM |
Chg.-0.010 |
Bid5/14/2024 |
Ask5/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-1.35% |
0.730
Bid Size: 15,000 |
0.770
Ask Size: 15,000 |
Mondelez Internation... |
70.00 USD |
6/18/2025 |
Call |
Master data
| WKN: |
HD03YU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
6/18/2025 |
| Issue date: |
10/23/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.16 |
| Time value: |
0.60 |
| Break-even: |
72.46 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
5.84 |
| Rho: |
0.40 |
Quote data
| Open: |
0.720 |
| High: |
0.730 |
| Low: |
0.720 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.96% |
| 1 Month |
|
|
+40.38% |
| 3 Months |
|
|
-9.88% |
| YTD |
|
|
-18.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.660 |
| 1M High / 1M Low: |
0.830 |
0.480 |
| 6M High / 6M Low: |
1.210 |
0.480 |
| High (YTD): |
2/2/2024 |
1.210 |
| Low (YTD): |
4/15/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.666 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.843 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.83% |
| Volatility 6M: |
|
79.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
