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UniCredit Call 75 KTF 15.01.2025/  DE000HC3SP20  /

Frankfurt Zert./HVB
2024-05-31  7:36:09 PM Chg.+0.020 Bid9:51:08 PM Ask9:51:08 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% 0.180
Bid Size: 50,000		 0.190
Ask Size: 50,000		 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: 33.25
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.15
Parity: -1.18
Time value: 0.19
Break-even: 76.90
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.27
Theta: -0.01
Omega: 8.87
Rho: 0.09
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -56.41%
3 Months
  -61.36%
YTD
  -66.00%
1 Year
  -79.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.310 0.140
6M High / 6M Low: 0.750 0.140
High (YTD): 2024-02-02 0.750
Low (YTD): 2024-05-29 0.140
52W High: 2023-08-03 0.870
52W Low: 2024-05-29 0.140
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.507
Avg. volume 1Y:   0.000
Volatility 1M:   139.02%
Volatility 6M:   125.40%
Volatility 1Y:   113.22%
Volatility 3Y:   -