UniCredit Call 5.2 GLCNF 18.12.2024
/ DE000HD62GJ2
UniCredit Call 5.2 GLCNF 18.12.20.../ DE000HD62GJ2 /
| 2024-07-24 7:20:30 PM |
Chg.-0.010 |
Bid2024-07-24 |
Ask2024-07-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-11.11% |
0.080
Bid Size: 35,000 |
0.110
Ask Size: 35,000 |
Glencore Plc |
5.20 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD62GJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.27 |
| Parity: |
0.04 |
| Time value: |
0.09 |
| Break-even: |
5.33 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
62.50% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
31.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.080 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.94% |
| 1 Month |
|
|
-63.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.090 |
| 1M High / 1M Low: |
0.300 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
