UniCredit Call 75 KTF 18.09.2024
/ DE000HD0P0P4
UniCredit Call 75 KTF 18.09.2024/ DE000HD0P0P4 /
| 23/05/2024 10:46:59 |
Chg.-0.013 |
Bid11:17:06 |
Ask11:17:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-13.00% |
0.086
Bid Size: 25,000 |
0.099
Ask Size: 25,000 |
MONDELEZ INTL INC. A |
75.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0P0P |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MONDELEZ INTL INC. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-1.01 |
| Time value: |
0.12 |
| Break-even: |
76.20 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
11.95 |
| Rho: |
0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.087 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.00% |
| 1 Month |
|
|
-48.82% |
| 3 Months |
|
|
-78.25% |
| YTD |
|
|
-77.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.100 |
| 1M High / 1M Low: |
0.240 |
0.100 |
| 6M High / 6M Low: |
0.600 |
0.077 |
| High (YTD): |
02/02/2024 |
0.600 |
| Low (YTD): |
15/04/2024 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.72% |
| Volatility 6M: |
|
164.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
