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UniCredit Call 5.397 GLCNF 18.12..../  DE000HC82QR4  /

Frankfurt Zert./HVB
2024-07-23  7:35:49 PM Chg.-0.033 Bid9:25:50 AM Ask9:25:50 AM Underlying Strike price Expiration date Option type
0.057EUR -36.67% 0.071
Bid Size: 125,000		 0.082
Ask Size: 125,000		 Glencore Plc 5.397 - 2024-12-18 Call
 

Master data

WKN: HC82QR
Issuer: UniCredit
Currency: EUR
Underlying: Glencore Plc
Type: Warrant
Option type: Call
Strike price: 5.40 -
Maturity: 2024-12-18
Issue date: 2023-07-17
Last trading day: 2024-12-17
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: 24.39
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.27
Parity: -0.13
Time value: 0.22
Break-even: 5.61
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.21
Spread %: 2,100.00%
Delta: 0.49
Theta: 0.00
Omega: 11.91
Rho: 0.01
 

Quote data

Open: 0.072
High: 0.072
Low: 0.057
Previous Close: 0.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -52.50%
1 Month
  -66.47%
3 Months
  -83.24%
YTD
  -87.33%
1 Year
  -90.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.050
1M High / 1M Low: 0.230 0.050
6M High / 6M Low: 0.440 0.050
High (YTD): 2024-05-21 0.440
Low (YTD): 2024-07-19 0.050
52W High: 2023-07-25 0.610
52W Low: 2024-07-19 0.050
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.319
Avg. volume 1Y:   0.000
Volatility 1M:   396.10%
Volatility 6M:   246.52%
Volatility 1Y:   199.43%
Volatility 3Y:   -