UniCredit Call 4.416 GLCNF 18.12.2024
/ DE000HC8N2U6
UniCredit Call 4.416 GLCNF 18.12..../ DE000HC8N2U6 /
7/4/2024 4:01:31 PM |
Chg.+0.030 |
Bid4:05:58 PM |
Ask4:05:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+4.00% |
0.770 Bid Size: 60,000 |
0.780 Ask Size: 60,000 |
Glencore Plc |
4.416 - |
12/18/2024 |
Call |
Master data
WKN: |
HC8N2U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.42 - |
Maturity: |
12/18/2024 |
Issue date: |
8/14/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1.02 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.12 |
Implied volatility: |
- |
Historic volatility: |
0.28 |
Parity: |
1.12 |
Time value: |
-0.32 |
Break-even: |
5.20 |
Moneyness: |
1.25 |
Premium: |
-0.06 |
Premium p.a.: |
-0.12 |
Spread abs.: |
0.06 |
Spread %: |
8.11% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.740 |
High: |
0.790 |
Low: |
0.740 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+39.29% |
1 Month |
|
|
+4.00% |
3 Months |
|
|
+9.86% |
YTD |
|
|
-15.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.540 |
1M High / 1M Low: |
0.810 |
0.540 |
6M High / 6M Low: |
1.050 |
0.220 |
High (YTD): |
5/21/2024 |
1.050 |
Low (YTD): |
2/26/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.620 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.653 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.624 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.12% |
Volatility 6M: |
|
133.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |