UniCredit Call 3.8 GLEN 18.12.2024
/ DE000HD8K0P1
UniCredit Call 3.8 GLEN 18.12.202.../ DE000HD8K0P1 /
| 11/5/2024 9:47:39 AM |
Chg.0.000 |
Bid10:14:39 AM |
Ask10:14:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
0.00% |
0.450
Bid Size: 90,000 |
0.460
Ask Size: 90,000 |
Glencore PLC ORD USD... |
3.80 GBP |
12/18/2024 |
Call |
Master data
| WKN: |
HD8K0P |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 GBP |
| Maturity: |
12/18/2024 |
| Issue date: |
9/9/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
0.33 |
| Time value: |
0.13 |
| Break-even: |
4.99 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
9.52% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
7.69 |
| Rho: |
0.00 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.800 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
