UC WAR. CALL 03/25 8GC/ DE000HD6SNS1 /
8/27/2024 3:46:14 PM | Chg.+0.0010 | Bid5:35:03 PM | Ask5:35:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0310EUR | +3.33% | 0.0230 Bid Size: 40,000 |
0.0470 Ask Size: 40,000 |
Glencore Plc | 5.80 - | 3/19/2025 | Call |
Master data
WKN: | HD6SNS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore Plc |
Type: | Warrant |
Option type: | Call |
Strike price: | 5.80 - |
Maturity: | 3/19/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 3/18/2025 |
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: | 0.0210 |
---|---|
High: | 0.0310 |
Low: | 0.0210 |
Previous Close: | 0.0300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.43% | ||
---|---|---|---|
1 Month | -63.10% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0350 | 0.0280 |
---|---|---|
1M High / 1M Low: | 0.0830 | 0.0280 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0316 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0461 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 297.14% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |