UniCredit Call 5.8 GLCNF 19.03.2025
/ DE000HD6SNS1
UniCredit Call 5.8 GLCNF 19.03.20.../ DE000HD6SNS1 /
2024-08-27 5:25:13 PM |
Chg.0.000 |
Bid5:35:03 PM |
Ask5:35:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
0.00% |
0.023 Bid Size: 40,000 |
0.047 Ask Size: 40,000 |
Glencore Plc |
5.80 - |
2025-03-19 |
Call |
Master data
WKN: |
HD6SNS |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.80 - |
Maturity: |
2025-03-19 |
Issue date: |
2024-07-01 |
Last trading day: |
2025-03-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
-0.96 |
Time value: |
0.21 |
Break-even: |
6.01 |
Moneyness: |
0.83 |
Premium: |
0.24 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.20 |
Spread %: |
2,000.00% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
7.04 |
Rho: |
0.01 |
Quote data
Open: |
0.031 |
High: |
0.032 |
Low: |
0.029 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
-62.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.021 |
1M High / 1M Low: |
0.070 |
0.021 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
385.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |