UniCredit Call 5 GLCNF 18.06.2025
/ DE000HD1HER6
UniCredit Call 5 GLCNF 18.06.2025/ DE000HD1HER6 /
| 7/23/2024 7:27:06 PM |
Chg.-0.050 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-12.50% |
0.340
Bid Size: 15,000 |
0.390
Ask Size: 15,000 |
Glencore Plc |
5.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD1HER |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/28/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.27 |
| Parity: |
0.27 |
| Time value: |
0.25 |
| Break-even: |
5.52 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.21 |
| Spread %: |
67.74% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
7.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.08% |
| 1 Month |
|
|
-35.19% |
| 3 Months |
|
|
-52.05% |
| YTD |
|
|
-53.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.350 |
| 1M High / 1M Low: |
0.650 |
0.350 |
| 6M High / 6M Low: |
0.880 |
0.210 |
| High (YTD): |
5/21/2024 |
0.880 |
| Low (YTD): |
2/26/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.545 |
| Avg. volume 6M: |
|
31.496 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.96% |
| Volatility 6M: |
|
119.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
