UniCredit Call 4.907 GLCNF 18.12.2024
/ DE000HC7P250
UniCredit Call 4.907 GLCNF 18.12..../ DE000HC7P250 /
27/08/2024 17:26:34 |
Chg.+0.041 |
Bid18:45:42 |
Ask18:45:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.051EUR |
+410.00% |
0.044 Bid Size: 40,000 |
0.069 Ask Size: 40,000 |
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: |
0.054 |
High: |
0.054 |
Low: |
0.051 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.33% |
1 Month |
|
|
-68.13% |
3 Months |
|
|
-89.59% |
YTD |
|
|
-91.90% |
1 Year |
|
|
-89.15% |
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: |
|
- |