UC WAR. CALL 09/24 8GC/ DE000HD7TNR9 /
| 27/08/2024 09:45:41 | Chg.0.0000 | Bid09:50:21 | Ask09:50:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | 0.00% | 0.1900 Bid Size: 80,000 |
0.2000 Ask Size: 80,000 |
Glencore PLC ORD USD... | 4.00 GBP | 18/09/2024 | 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: | 18/09/2024 |
| Issue date: | 12/08/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.27 |
| Parity: | 0.11 |
| Time value: | 0.24 |
| Break-even: | 5.08 |
| Moneyness: | 1.02 |
| Premium: | 0.05 |
| Premium p.a.: | 1.20 |
| Spread abs.: | 0.19 |
| Spread %: | 118.75% |
| Delta: | 0.60 |
| Theta: | -0.01 |
| Omega: | 8.28 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1700 |
| 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: | - |
