UC WAR. CALL 06/24 KTF/ DE000HC3SNR1 /
| 2024-05-03 9:42:22 PM | Chg.-0.0700 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | -26.92% | 0.1900 Bid Size: 25,000 |
0.2000 Ask Size: 25,000 |
Mondelez Internation... | 70.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC3SNR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Mondelez International Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-03 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.05 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.16 |
| Parity: | 0.05 |
| Time value: | 0.19 |
| Break-even: | 67.64 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.01 |
| Spread %: | 4.35% |
| Delta: | 0.58 |
| Theta: | -0.02 |
| Omega: | 15.83 |
| Rho: | 0.05 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2600 |
| Low: | 0.1900 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.48% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -77.38% | ||
| YTD | -64.81% | ||
| 1 Year | -83.62% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3800 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.3800 | 0.0800 |
| 6M High / 6M Low: | 0.8400 | 0.0800 |
| High (YTD): | 2024-02-02 | 0.8400 |
| Low (YTD): | 2024-04-16 | 0.0800 |
| 52W High: | 2023-05-11 | 1.2300 |
| 52W Low: | 2024-04-16 | 0.0800 |
| Avg. price 1W: | 0.2925 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1960 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4534 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5930 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 373.73% | |
| Volatility 6M: | 192.77% | |
| Volatility 1Y: | 156.18% | |
| Volatility 3Y: | - |
