UniCredit Call 5.5 GLEN 18.06.2025
/ DE000HD1HES4
UniCredit Call 5.5 GLEN 18.06.202.../ DE000HD1HES4 /
| 03/10/2024 20:51:32 |
Chg.-0.020 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-15.38% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.110 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-73.81% |
| YTD |
|
|
-80.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.130 |
0.001 |
| 6M High / 6M Low: |
0.650 |
0.001 |
| High (YTD): |
21/05/2024 |
0.650 |
| Low (YTD): |
06/09/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
34,000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
9,090.909 |
| Avg. price 6M: |
|
0.303 |
| Avg. volume 6M: |
|
2,538.462 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
13,108.61% |
| Volatility 6M: |
|
5,280.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
