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UniCredit Call 75 KTF 15.01.2025/  DE000HC3SP20  /

EUWAX
2024-09-20  8:54:15 AM Chg.-0.020 Bid12:26:38 PM Ask12:26:38 PM Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.260
Bid Size: 25,000		 0.290
Ask Size: 25,000		 MONDELEZ INTL INC. A 75.00 - 2025-01-15 Call
 

Master data

WKN: HC3SP2
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-01-15
Issue date: 2023-02-03
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.11
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -0.80
Time value: 0.29
Break-even: 77.90
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.35
Theta: -0.02
Omega: 8.05
Rho: 0.07
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month  
+44.44%
3 Months  
+136.36%
YTD
  -48.00%
1 Year
  -56.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 0.380 0.020
6M High / 6M Low: 0.420 0.010
High (YTD): 2024-02-02 0.750
Low (YTD): 2024-08-02 0.010
52W High: 2024-02-02 0.750
52W Low: 2024-08-02 0.010
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.339
Avg. volume 1Y:   0.000
Volatility 1M:   2,901.70%
Volatility 6M:   2,453.62%
Volatility 1Y:   1,747.86%
Volatility 3Y:   -