UniCredit Call 4.6 GLCNF 18.12.2024
/ DE000HD68300
UniCredit Call 4.6 GLCNF 18.12.20.../ DE000HD68300 /
2024-08-27 3:52:48 PM |
Chg.+0.020 |
Bid4:06:01 PM |
Ask4:06:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+20.00% |
0.110 Bid Size: 125,000 |
0.120 Ask Size: 125,000 |
Glencore Plc |
4.60 - |
2024-12-18 |
Call |
Master data
WKN: |
HD6830 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.60 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-06-10 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.24 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
0.24 |
Time value: |
0.04 |
Break-even: |
4.88 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.19 |
Spread %: |
211.11% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-55.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.090 |
1M High / 1M Low: |
0.250 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
359.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |