UniCredit Call 3.925 GLCNF 18.12.2024
/ DE000HC7P243
UniCredit Call 3.925 GLCNF 18.12..../ DE000HC7P243 /
8/27/2024 10:29:26 AM |
Chg.+0.080 |
Bid2:55:06 PM |
Ask2:55:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+20.51% |
0.470 Bid Size: 80,000 |
0.480 Ask Size: 80,000 |
Glencore Plc |
3.925 - |
12/18/2024 |
Call |
Master data
WKN: |
HC7P24 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.93 - |
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: |
8.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.93 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
0.93 |
Time value: |
-0.38 |
Break-even: |
4.46 |
Moneyness: |
1.23 |
Premium: |
-0.08 |
Premium p.a.: |
-0.23 |
Spread abs.: |
0.20 |
Spread %: |
57.14% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.30% |
1 Month |
|
|
-34.72% |
3 Months |
|
|
-61.48% |
YTD |
|
|
-62.10% |
1 Year |
|
|
-46.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.390 |
1M High / 1M Low: |
0.690 |
0.370 |
6M High / 6M Low: |
1.470 |
0.370 |
High (YTD): |
5/21/2024 |
1.470 |
Low (YTD): |
8/5/2024 |
0.370 |
52W High: |
5/21/2024 |
1.470 |
52W Low: |
8/5/2024 |
0.370 |
Avg. price 1W: |
|
0.426 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.453 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.924 |
Avg. volume 6M: |
|
41.732 |
Avg. price 1Y: |
|
0.971 |
Avg. volume 1Y: |
|
134.902 |
Volatility 1M: |
|
222.89% |
Volatility 6M: |
|
128.84% |
Volatility 1Y: |
|
114.82% |
Volatility 3Y: |
|
- |