UC WAR. CALL 09/24 8GC/ DE000HD7TNR9 /
2024-08-26 9:46:14 PM | Chg.- | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1800EUR | - | 0.1600 Bid Size: 10,000 |
0.3500 Ask Size: 10,000 |
Glencore PLC ORD USD... | 4.00 GBP | 2024-09-18 | Call |
Master data
WKN: | HD7TNR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore PLC ORD USD0.01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.00 GBP |
Maturity: | 2024-09-18 |
Issue date: | 2024-08-12 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.68 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.05 |
Implied volatility: | 0.40 |
Historic volatility: | 0.27 |
Parity: | 0.05 |
Time value: | 0.17 |
Break-even: | 4.94 |
Moneyness: | 1.01 |
Premium: | 0.04 |
Premium p.a.: | 0.75 |
Spread abs.: | 0.05 |
Spread %: | 29.41% |
Delta: | 0.57 |
Theta: | 0.00 |
Omega: | 12.34 |
Rho: | 0.00 |
Quote data
Open: | 0.1800 |
---|---|
High: | 0.1800 |
Low: | 0.1800 |
Previous Close: | 0.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.00% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2100 | 0.1700 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1880 | |
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: | - |