UniCredit Call 5.5 GLEN 17.09.202.../  DE000HD95204  /

Frankfurt Zert./HVB
11/5/2024  7:37:13 PM Chg.0.000 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.110
Bid Size: 12,000
0.290
Ask Size: 12,000
Glencore PLC ORD USD... 5.50 GBP 9/17/2025 Call
 

Master data

WKN: HD9520
Issuer: UniCredit
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 5.50 GBP
Maturity: 9/17/2025
Issue date: 9/30/2024
Last trading day: 9/16/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 32.35
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -1.70
Time value: 0.15
Break-even: 6.70
Moneyness: 0.74
Premium: 0.38
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 36.36%
Delta: 0.21
Theta: 0.00
Omega: 6.91
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -42.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.210 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -