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: | - |
