UniCredit Call 4.2 GLEN 18.12.202.../  DE000HD7TNT5  /

EUWAX
05/11/2024  09:31:01 Chg.+0.010 Bid13:31:39 Ask13:31:39 Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.150
Bid Size: 175,000
0.160
Ask Size: 175,000
Glencore PLC ORD USD... 4.20 GBP 18/12/2024 Call
 

Master data

WKN: HD7TNT
Issuer: UniCredit
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 4.20 GBP
Maturity: 18/12/2024
Issue date: 12/08/2024
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 26.96
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -0.15
Time value: 0.18
Break-even: 5.18
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.75
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.44
Theta: 0.00
Omega: 11.79
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -60.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.420 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -