UniCredit Call 5.397 GLCNF 18.12.2024
/ DE000HC82QR4
UniCredit Call 5.397 GLCNF 18.12..../ DE000HC82QR4 /
| 7/4/2024 6:20:56 PM |
Chg.+0.010 |
Bid7/4/2024 |
Ask7/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.220
Bid Size: 30,000 |
0.250
Ask Size: 30,000 |
Glencore Plc |
5.397 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC82QR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.40 - |
| Maturity: |
12/18/2024 |
| Issue date: |
7/17/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1.02 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.28 |
| Parity: |
0.12 |
| Time value: |
0.14 |
| Break-even: |
5.65 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
30.00% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
16.32 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.240 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
-51.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.140 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
0.440 |
0.050 |
| High (YTD): |
5/21/2024 |
0.440 |
| Low (YTD): |
2/26/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.58% |
| Volatility 6M: |
|
206.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
