UniCredit Call 5.6 GLEN 18.12.2024
/ DE000HD6SNR3
UniCredit Call 5.6 GLEN 18.12.202.../ DE000HD6SNR3 /
| 2024-07-23 7:33:02 PM |
Chg.-0.018 |
Bid9:15:27 AM |
Ask9:15:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
-32.73% |
0.049
Bid Size: 70,000 |
0.059
Ask Size: 70,000 |
Glencore Plc |
5.60 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD6SNR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.60 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-07-01 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.27 |
| Parity: |
-0.33 |
| Time value: |
0.26 |
| Break-even: |
5.86 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.21 |
| Spread %: |
420.00% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
8.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.037 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.89% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.037 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
