UniCredit Call 5.2 GLEN 19.03.2025
/ DE000HD780E8
UniCredit Call 5.2 GLEN 19.03.202.../ DE000HD780E8 /
8/26/2024 8:56:05 PM |
Chg.0.000 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
39.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-1.37 |
Time value: |
0.12 |
Break-even: |
6.26 |
Moneyness: |
0.78 |
Premium: |
0.31 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.05 |
Spread %: |
71.43% |
Delta: |
0.20 |
Theta: |
0.00 |
Omega: |
8.13 |
Rho: |
0.00 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.080 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-57.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.066 |
1M High / 1M Low: |
0.190 |
0.066 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.079 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.102 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
335.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |