UC WAR. CALL 12/24 8GC/ DE000HC8N2U6 /
| 2024-07-26 9:46:11 PM | Chg.+0.0200 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | +5.56% | 0.3500 Bid Size: 14,000 |
0.4000 Ask Size: 14,000 |
Glencore Plc | 4.416 - | 2024-12-18 | Call |
Master data
| WKN: | HC8N2U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Glencore Plc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.42 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-08-14 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.02 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | - |
| Historic volatility: | 0.27 |
| Parity: | 0.73 |
| Time value: | -0.33 |
| Break-even: | 4.81 |
| Moneyness: | 1.16 |
| Premium: | -0.06 |
| Premium p.a.: | -0.15 |
| Spread abs.: | 0.05 |
| Spread %: | 14.29% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3600 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.39% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | -53.09% | ||
| YTD | -57.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.8000 | 0.3600 |
| 6M High / 6M Low: | 1.0600 | 0.2400 |
| High (YTD): | 2024-05-21 | 1.0600 |
| Low (YTD): | 2024-02-28 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6014 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6303 | |
| Avg. volume 6M: | 15.4724 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.19% | |
| Volatility 6M: | 129.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
