UniCredit Call 72 KTF 18.12.2024
/ DE000HD5J2U3
UniCredit Call 72 KTF 18.12.2024/ DE000HD5J2U3 /
2024-09-20 7:27:59 PM |
Chg.-0.020 |
Bid9:58:30 PM |
Ask9:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-4.65% |
0.380 Bid Size: 30,000 |
0.390 Ask Size: 30,000 |
MONDELEZ INTL INC. A |
72.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD5J2U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MONDELEZ INTL INC. A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.16 |
Parity: |
-0.55 |
Time value: |
0.39 |
Break-even: |
75.90 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.01 |
Spread %: |
2.63% |
Delta: |
0.42 |
Theta: |
-0.03 |
Omega: |
7.10 |
Rho: |
0.06 |
Quote data
Open: |
0.390 |
High: |
0.410 |
Low: |
0.390 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.87% |
1 Month |
|
|
+64.00% |
3 Months |
|
|
+173.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.410 |
1M High / 1M Low: |
0.510 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.379 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
245.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |