UniCredit Call 4.2 GLEN 18.12.2024
/ DE000HD7TNT5
UniCredit Call 4.2 GLEN 18.12.202.../ DE000HD7TNT5 /
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: |
|
- |