UC WAR. CALL 12/24 8GC/ DE000HC7P243 /
23/07/2024 21:45:02 | Chg.-0.1000 | Bid21:59:02 | Ask21:59:02 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7300EUR | -12.05% | 0.7000 Bid Size: 10,000 |
0.7500 Ask Size: 10,000 |
Glencore Plc | 3.925 - | 18/12/2024 | Call |
Master data
WKN: | HC7P24 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore Plc |
Type: | Warrant |
Option type: | Call |
Strike price: | 3.93 - |
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: | 5.71 |
Leverage: | Yes |
Calculated values
Fair value: | 1.44 |
---|---|
Intrinsic value: | 1.37 |
Implied volatility: | - |
Historic volatility: | 0.27 |
Parity: | 1.37 |
Time value: | -0.43 |
Break-even: | 4.85 |
Moneyness: | 1.34 |
Premium: | -0.08 |
Premium p.a.: | -0.18 |
Spread abs.: | 0.22 |
Spread %: | 30.56% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 0.7700 |
---|---|
High: | 0.7700 |
Low: | 0.7300 |
Previous Close: | 0.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -24.74% | ||
---|---|---|---|
1 Month | -27.72% | ||
3 Months | -36.52% | ||
YTD | -41.60% | ||
1 Year | -42.52% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9800 | 0.8200 |
---|---|---|
1M High / 1M Low: | 1.2400 | 0.8200 |
6M High / 6M Low: | 1.5000 | 0.4000 |
High (YTD): | 21/05/2024 | 1.5000 |
Low (YTD): | 26/02/2024 | 0.4000 |
52W High: | 21/05/2024 | 1.5000 |
52W Low: | 26/02/2024 | 0.4000 |
Avg. price 1W: | 0.8940 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0514 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9706 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.0431 | |
Avg. volume 1Y: | .2157 | |
Volatility 1M: | 90.92% | |
Volatility 6M: | 106.40% | |
Volatility 1Y: | 97.92% | |
Volatility 3Y: | - |