UniCredit Call 5 GLCNF 17.12.2025
/ DE000HD6SNU7
UniCredit Call 5 GLCNF 17.12.2025/ DE000HD6SNU7 /
| 2024-07-24 9:48:04 AM |
Chg.+0.020 |
Bid10:06:35 AM |
Ask10:06:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.540
Bid Size: 125,000 |
0.550
Ask Size: 125,000 |
Glencore Plc |
5.00 - |
2025-12-17 |
Call |
Master data
| WKN: |
HD6SNU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 - |
| Maturity: |
2025-12-17 |
| Issue date: |
2024-07-01 |
| Last trading day: |
2025-12-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.27 |
| Parity: |
0.24 |
| Time value: |
0.32 |
| Break-even: |
5.56 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
9.80% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
7.49 |
| Rho: |
0.05 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.40% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.520 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| 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: |
|
- |
