UniCredit Call 5.5 GLCNF 18.06.2025
/ DE000HD1HES4
UniCredit Call 5.5 GLCNF 18.06.20.../ DE000HD1HES4 /
8/27/2024 7:39:05 PM |
Chg.+0.040 |
Bid8:00:20 PM |
Ask8:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+80.00% |
0.090 Bid Size: 20,000 |
0.120 Ask Size: 20,000 |
Glencore Plc |
5.50 - |
6/18/2025 |
Call |
Master data
WKN: |
HD1HES |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 - |
Maturity: |
6/18/2025 |
Issue date: |
12/28/2023 |
Last trading day: |
6/17/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.27 |
Parity: |
-0.66 |
Time value: |
0.20 |
Break-even: |
5.70 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.19 |
Spread %: |
1,900.00% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
8.36 |
Rho: |
0.01 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.089 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-52.63% |
3 Months |
|
|
-81.25% |
YTD |
|
|
-83.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.050 |
1M High / 1M Low: |
0.170 |
0.050 |
6M High / 6M Low: |
0.640 |
0.050 |
High (YTD): |
5/21/2024 |
0.640 |
Low (YTD): |
8/26/2024 |
0.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.103 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.350 |
Avg. volume 6M: |
|
157.480 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
338.06% |
Volatility 6M: |
|
185.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |