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UniCredit Call 75 KTF 15.01.2025/  DE000HC3SP20  /

EUWAX
2024-06-06  8:58:03 AM Chg.+0.010 Bid10:00:47 AM Ask10:00:47 AM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.160
Bid Size: 30,000		 0.170
Ask Size: 30,000		 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: 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: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.00%
3 Months
  -62.50%
YTD
  -70.00%
1 Year
  -80.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.320 0.140
6M High / 6M Low: 0.750 0.140
High (YTD): 2024-02-02 0.750
Low (YTD): 2024-06-05 0.140
52W High: 2023-08-03 0.870
52W Low: 2024-06-05 0.140
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   185.76%
Volatility 6M:   137.97%
Volatility 1Y:   121.49%
Volatility 3Y:   -