OverviewChartNewsTraderScreen

UniCredit Call 5.888 GLCNF 18.12..../  DE000HC7P268  /

Frankfurt Zert./HVB
04/07/2024  13:59:24 Chg.+0.020 Bid14:13:08 Ask14:13:08 Underlying Strike price Expiration date Option type
0.120EUR +20.00% 0.110
Bid Size: 100,000		 0.120
Ask Size: 100,000		 Glencore Plc 5.888 - 18/12/2024 Call
 

Master data

WKN: HC7P26
Issuer: UniCredit
Currency: EUR
Underlying: Glencore Plc
Type: Warrant
Option type: Call
Strike price: 5.89 -
Maturity: 18/12/2024
Issue date: 26/06/2023
Last trading day: 17/12/2024
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: 40.14
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.28
Parity: -0.38
Time value: 0.14
Break-even: 6.03
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 75.00%
Delta: 0.35
Theta: 0.00
Omega: 14.11
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.120
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+140.00%
1 Month
  -7.69%
3 Months
  -14.29%
YTD
  -60.00%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.043
1M High / 1M Low: 0.150 0.042
6M High / 6M Low: 0.270 0.018
High (YTD): 02/01/2024 0.280
Low (YTD): 26/02/2024 0.018
52W High: 25/07/2023 0.450
52W Low: 26/02/2024 0.018
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.222
Avg. volume 1Y:   0.000
Volatility 1M:   362.21%
Volatility 6M:   312.52%
Volatility 1Y:   243.24%
Volatility 3Y:   -