UC WAR. CALL 12/24 8GC/ DE000HD7TNT5 /
03/10/2024 21:46:03 | Chg.-0.0300 | Bid21:59:12 | Ask21:59:12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3900EUR | -7.14% | 0.3600 Bid Size: 10,000 |
0.4100 Ask Size: 10,000 |
Glencore PLC ORD USD... | 4.20 GBP | 18/12/2024 | Call |
Master data
WKN: | HD7TNT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore PLC ORD USD0.01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.20 GBP |
Maturity: | 18/12/2024 |
Issue date: | 12/08/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.72 |
Leverage: | Yes |
Calculated values
Fair value: | 0.34 |
---|---|
Intrinsic value: | 0.11 |
Implied volatility: | 0.39 |
Historic volatility: | 0.28 |
Parity: | 0.11 |
Time value: | 0.33 |
Break-even: | 5.49 |
Moneyness: | 1.02 |
Premium: | 0.06 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.05 |
Spread %: | 12.82% |
Delta: | 0.60 |
Theta: | 0.00 |
Omega: | 7.03 |
Rho: | 0.01 |
Quote data
Open: | 0.4000 |
---|---|
High: | 0.4000 |
Low: | 0.3900 |
Previous Close: | 0.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.41% | ||
---|---|---|---|
1 Month | +160.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4200 | 0.3700 |
---|---|---|
1M High / 1M Low: | 0.4200 | 0.0970 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1957 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 389.72% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |