UniCredit Call 4.5 GLCNF 17.12.2025
/ DE000HD6SNT9
UniCredit Call 4.5 GLCNF 17.12.20.../ DE000HD6SNT9 /
27/08/2024 10:21:53 |
Chg.+0.020 |
Bid15:04:17 |
Ask15:04:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+4.17% |
0.500 Bid Size: 100,000 |
0.510 Ask Size: 100,000 |
Glencore Plc |
4.50 - |
17/12/2025 |
Call |
Master data
WKN: |
HD6SNT |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.50 - |
Maturity: |
17/12/2025 |
Issue date: |
01/07/2024 |
Last trading day: |
16/12/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.15 |
Historic volatility: |
0.27 |
Parity: |
0.34 |
Time value: |
0.32 |
Break-even: |
5.16 |
Moneyness: |
1.08 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.19 |
Spread %: |
40.43% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
5.74 |
Rho: |
0.04 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.38% |
1 Month |
|
|
-27.54% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.450 |
1M High / 1M Low: |
0.660 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.494 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |