UC WAR. CALL 09/24 8GC/ DE000HD7TNQ1 /
| 8/27/2024 1:46:49 PM | Chg.+0.0100 | Bid8/27/2024 | Ask8/27/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | +3.70% | 0.2800 Bid Size: 60,000 |
0.2900 Ask Size: 60,000 |
Glencore PLC ORD USD... | 3.90 GBP | 9/18/2024 | Call |
Master data
| WKN: | HD7TNQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Glencore PLC ORD USD0.01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.90 GBP |
| Maturity: | 9/18/2024 |
| Issue date: | 8/12/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.27 |
| Parity: | 0.23 |
| Time value: | 0.20 |
| Break-even: | 5.04 |
| Moneyness: | 1.05 |
| Premium: | 0.04 |
| Premium p.a.: | 0.94 |
| Spread abs.: | 0.19 |
| Spread %: | 79.17% |
| Delta: | 0.66 |
| Theta: | -0.01 |
| Omega: | 7.41 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2600 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2720 | |
| Avg. volume 1W: | 0.0000 | |
| 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: | - |
