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UniCredit Call 4.907 GLCNF 18.12..../  DE000HC7P250  /

EUWAX
26/08/2024  21:23:29 Chg.- Bid12:53:26 Ask12:53:26 Underlying Strike price Expiration date Option type
0.010EUR - 0.053
Bid Size: 125,000		 0.063
Ask Size: 125,000		 Glencore Plc 4.907 - 18/12/2024 Call
 

Master data

WKN: HC7P25
Issuer: UniCredit
Currency: EUR
Underlying: Glencore Plc
Type: Warrant
Option type: Call
Strike price: 4.91 -
Maturity: 18/12/2024
Issue date: 26/06/2023
Last trading day: 17/12/2024
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: 24.66
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.27
Parity: -0.07
Time value: 0.20
Break-even: 5.10
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.19
Spread %: 1,900.00%
Delta: 0.51
Theta: 0.00
Omega: 12.61
Rho: 0.01
 

Quote data

Open: 0.037
High: 0.037
Low: 0.010
Previous Close: 0.043
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -77.78%
1 Month
  -93.75%
3 Months
  -97.96%
YTD
  -98.41%
1 Year
  -97.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.010
1M High / 1M Low: 0.140 0.010
6M High / 6M Low: 0.690 0.010
High (YTD): 21/05/2024 0.690
Low (YTD): 26/08/2024 0.010
52W High: 29/09/2023 0.770
52W Low: 26/08/2024 0.010
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   594.06%
Volatility 6M:   280.20%
Volatility 1Y:   218.10%
Volatility 3Y:   -