UniCredit Call 5.2 GLEN 19.03.2025
/ DE000HD780E8
UniCredit Call 5.2 GLEN 19.03.202.../ DE000HD780E8 /
8/27/2024 1:39:57 PM |
Chg.+0.005 |
Bid4:52:57 PM |
Ask4:52:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
+6.25% |
0.085 Bid Size: 125,000 |
0.095 Ask Size: 125,000 |
Glencore PLC ORD USD... |
5.20 GBP |
3/19/2025 |
Call |
Master data
WKN: |
HD780E |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.20 GBP |
Maturity: |
3/19/2025 |
Issue date: |
7/22/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.27 |
Parity: |
-1.30 |
Time value: |
0.26 |
Break-even: |
6.40 |
Moneyness: |
0.79 |
Premium: |
0.32 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.19 |
Spread %: |
271.43% |
Delta: |
0.30 |
Theta: |
0.00 |
Omega: |
5.67 |
Rho: |
0.01 |
Quote data
Open: |
0.087 |
High: |
0.087 |
Low: |
0.085 |
Previous Close: |
0.080 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.25% |
1 Month |
|
|
-55.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.066 |
1M High / 1M Low: |
0.180 |
0.066 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
331.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |