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UniCredit Call 75 KTF 15.01.2025/  DE000HC3SP20  /

EUWAX
2024-05-17  5:07:52 PM Chg.-0.010 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.300
Bid Size: 50,000		 0.310
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: 20.68
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.15
Parity: -0.88
Time value: 0.32
Break-even: 78.20
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.36
Theta: -0.01
Omega: 7.53
Rho: 0.14
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+57.89%
3 Months
  -31.82%
YTD
  -40.00%
1 Year
  -70.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.290
1M High / 1M Low: 0.400 0.190
6M High / 6M Low: 0.750 0.180
High (YTD): 2024-02-02 0.750
Low (YTD): 2024-04-15 0.180
52W High: 2023-05-17 1.020
52W Low: 2024-04-15 0.180
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   0.441
Avg. volume 6M:   0.000
Avg. price 1Y:   0.538
Avg. volume 1Y:   0.000
Volatility 1M:   174.27%
Volatility 6M:   122.56%
Volatility 1Y:   113.10%
Volatility 3Y:   -