UniCredit Call 5.5 GLEN 17.12.2025
/ DE000HD70FB4
UniCredit Call 5.5 GLEN 17.12.202.../ DE000HD70FB4 /
8/27/2024 3:46:20 PM |
Chg.+0.010 |
Bid8/27/2024 |
Ask8/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+5.00% |
0.210 Bid Size: 125,000 |
0.220 Ask Size: 125,000 |
Glencore PLC ORD USD... |
5.50 GBP |
12/17/2025 |
Call |
Master data
WKN: |
HD70FB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 GBP |
Maturity: |
12/17/2025 |
Issue date: |
7/8/2024 |
Last trading day: |
12/16/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
-1.66 |
Time value: |
0.38 |
Break-even: |
6.88 |
Moneyness: |
0.74 |
Premium: |
0.42 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.19 |
Spread %: |
100.00% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
4.44 |
Rho: |
0.02 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
-36.36% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.190 |
1M High / 1M Low: |
0.310 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.215 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |