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UniCredit Call 75 MDLZ 15.01.2025/  DE000HC3SP20  /

Frankfurt Zert./HVB
16/05/2024  19:33:24 Chg.-0.010 Bid20:22:15 Ask20:22:15 Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.310
Bid Size: 45,000		 0.320
Ask Size: 45,000		 MONDELEZ INTL INC. A 75.00 - 15/01/2025 Call
 

Master data

WKN: HC3SP2
Issuer: UniCredit
Currency: EUR
Underlying: MONDELEZ INTL INC. A
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 15/01/2025
Issue date: 03/02/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.84
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.15
Parity: -0.34
Time value: 0.30
Break-even: 71.88
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.46
Theta: -0.01
Omega: 10.04
Rho: 0.18
 

Quote data

Open: 0.280
High: 0.310
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+66.67%
3 Months
  -31.82%
YTD
  -40.00%
1 Year
  -71.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.390 0.180
6M High / 6M Low: 0.750 0.180
High (YTD): 02/02/2024 0.750
Low (YTD): 16/04/2024 0.180
52W High: 16/05/2023 1.060
52W Low: 16/04/2024 0.180
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   0.541
Avg. volume 1Y:   0.000
Volatility 1M:   159.17%
Volatility 6M:   119.25%
Volatility 1Y:   109.99%
Volatility 3Y:   -