UC WAR. CALL 03/25 8GC/ DE000HD43KV9 /
8/26/2024 9:47:08 PM | Chg.-0.0100 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | -8.33% | 0.0300 Bid Size: 20,000 |
0.2200 Ask Size: 20,000 |
Glencore Plc | 5.00 - | 3/19/2025 | Call |
Master data
WKN: | HD43KV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore Plc |
Type: | Warrant |
Option type: | Call |
Strike price: | 5.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 31.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.14 |
Historic volatility: | 0.27 |
Parity: | -0.23 |
Time value: | 0.15 |
Break-even: | 5.15 |
Moneyness: | 0.95 |
Premium: | 0.08 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.05 |
Spread %: | 50.00% |
Delta: | 0.42 |
Theta: | 0.00 |
Omega: | 13.47 |
Rho: | 0.01 |
Quote data
Open: | 0.0700 |
---|---|
High: | 0.1100 |
Low: | 0.0700 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.38% | ||
---|---|---|---|
1 Month | -56.00% | ||
3 Months | -83.08% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1300 | 0.1100 |
---|---|---|
1M High / 1M Low: | 0.2400 | 0.1100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1448 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 243.73% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |