UniCredit Call 5.2 GLCNF 18.12.2024
/ DE000HD62GJ2
UniCredit Call 5.2 GLCNF 18.12.20.../ DE000HD62GJ2 /
27/08/2024 16:42:40 |
Chg.+0.004 |
Bid17:35:03 |
Ask17:35:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
+20.00% |
0.016 Bid Size: 40,000 |
0.040 Ask Size: 40,000 |
Glencore Plc |
5.20 - |
18/12/2024 |
Call |
Master data
WKN: |
HD62GJ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.20 - |
Maturity: |
18/12/2024 |
Issue date: |
03/06/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-0.36 |
Time value: |
0.20 |
Break-even: |
5.40 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.19 |
Spread %: |
1,900.00% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
9.41 |
Rho: |
0.01 |
Quote data
Open: |
0.024 |
High: |
0.025 |
Low: |
0.023 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+26.32% |
1 Month |
|
|
-73.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.016 |
1M High / 1M Low: |
0.073 |
0.016 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
462.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |