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

Frankfurt Zert./HVB
7/24/2024  7:38:28 PM Chg.-0.010 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.047EUR -17.54% 0.032
Bid Size: 15,000		 0.084
Ask Size: 15,000		 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: 55.00
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.27
Parity: -0.16
Time value: 0.10
Break-even: 5.49
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 120.45%
Delta: 0.41
Theta: 0.00
Omega: 22.76
Rho: 0.01
 

Quote data

Open: 0.072
High: 0.076
Low: 0.047
Previous Close: 0.057
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.83%
1 Month
  -72.35%
3 Months
  -86.18%
YTD
  -89.56%
1 Year
  -92.03%
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): 5/21/2024 0.440
Low (YTD): 7/19/2024 0.050
52W High: 7/25/2023 0.610
52W Low: 7/19/2024 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:   -