UC WAR. CALL 12/24 8GC/ DE000HC7P250 /
| 27/08/2024 09:47:04 | Chg.+0.0140 | Bid11:23:13 | Ask11:23:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0510EUR | +37.84% | 0.0510 Bid Size: 125,000 |
0.0610 Ask Size: 125,000 |
Glencore Plc | 4.907 - | 18/12/2024 | Call |
Master data
| WKN: | HC7P25 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Glencore Plc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.91 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1.02 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 24.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.27 |
| Parity: | -0.07 |
| Time value: | 0.20 |
| Break-even: | 5.10 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.19 |
| Spread %: | 1,900.00% |
| Delta: | 0.51 |
| Theta: | 0.00 |
| Omega: | 12.61 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0420 |
|---|---|
| High: | 0.0510 |
| Low: | 0.0420 |
| Previous Close: | 0.0370 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.05% | ||
|---|---|---|---|
| 1 Month | -70.00% | ||
| 3 Months | -91.05% | ||
| YTD | -92.03% | ||
| 1 Year | -89.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0630 | 0.0370 |
|---|---|---|
| 1M High / 1M Low: | 0.1500 | 0.0370 |
| 6M High / 6M Low: | 0.7000 | 0.0370 |
| High (YTD): | 21/05/2024 | 0.7000 |
| Low (YTD): | 26/08/2024 | 0.0370 |
| 52W High: | 29/09/2023 | 0.8000 |
| 52W Low: | 26/08/2024 | 0.0370 |
| Avg. price 1W: | 0.0530 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0762 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3572 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4464 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 310.66% | |
| Volatility 6M: | 186.45% | |
| Volatility 1Y: | 158.93% | |
| Volatility 3Y: | - |
