UniCredit Call 5.5 GLCNF 18.06.2025
/ DE000HD1HES4
UniCredit Call 5.5 GLCNF 18.06.20.../ DE000HD1HES4 /
03/10/2024 19:35:16 |
Chg.-0.010 |
Bid21:59:13 |
Ask21:59:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-7.69% |
0.100 Bid Size: 14,000 |
0.150 Ask Size: 14,000 |
Glencore Plc |
5.50 - |
18/06/2025 |
Call |
Master data
WKN: |
HD1HES |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 - |
Maturity: |
18/06/2025 |
Issue date: |
28/12/2023 |
Last trading day: |
17/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.28 |
Parity: |
-0.34 |
Time value: |
0.17 |
Break-even: |
5.67 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.05 |
Spread %: |
41.67% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
12.04 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.120 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
+155.32% |
3 Months |
|
|
-71.43% |
YTD |
|
|
-78.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.110 |
1M High / 1M Low: |
0.130 |
0.034 |
6M High / 6M Low: |
0.640 |
0.034 |
High (YTD): |
21/05/2024 |
0.640 |
Low (YTD): |
10/09/2024 |
0.034 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.064 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.306 |
Avg. volume 6M: |
|
76.923 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
382.17% |
Volatility 6M: |
|
263.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |