UC WAR. CALL 12/24 8GC/ DE000HC7P250 /
8/27/2024 9:47:04 AM | Chg.+0.0140 | Bid11:14:27 AM | Ask11:14:27 AM | 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 - | 12/18/2024 | Call |
Master data
WKN: | HC7P25 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore Plc |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.91 - |
Maturity: | 12/18/2024 |
Issue date: | 6/26/2023 |
Last trading day: | 12/17/2024 |
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): | 5/21/2024 | 0.7000 |
Low (YTD): | 8/26/2024 | 0.0370 |
52W High: | 9/29/2023 | 0.8000 |
52W Low: | 8/26/2024 | 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: | - |