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UniCredit Call 75 KTF 15.01.2025/  DE000HC3SP20  /

Frankfurt Zert./HVB
6/6/2024  11:35:38 AM Chg.+0.010 Bid12:00:14 PM Ask12:00:14 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.160
Bid Size: 35,000		 0.170
Ask Size: 35,000		 MONDELEZ INTL INC. A 75.00 - 1/15/2025 Call
 

Master data

WKN: HC3SP2
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 1/15/2025
Issue date: 2/3/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.15
Parity: -1.25
Time value: 0.17
Break-even: 76.70
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.25
Theta: -0.01
Omega: 9.10
Rho: 0.08
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -36.00%
3 Months
  -58.97%
YTD
  -68.00%
1 Year
  -78.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: 0.750 0.140
High (YTD): 2/2/2024 0.750
Low (YTD): 5/29/2024 0.140
52W High: 8/3/2023 0.870
52W Low: 5/29/2024 0.140
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   145.27%
Volatility 6M:   127.77%
Volatility 1Y:   114.55%
Volatility 3Y:   -