UC WAR. CALL 12/25 8GC/ DE000HD6SNW3 /
8/26/2024 9:46:19 PM | Chg.+0.0100 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0900EUR | +12.50% | 0.0700 Bid Size: 20,000 |
0.2600 Ask Size: 20,000 |
Glencore Plc | 6.50 - | 12/17/2025 | Call |
Master data
WKN: | HD6SNW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore Plc |
Type: | Warrant |
Option type: | Call |
Strike price: | 6.50 - |
Maturity: | 12/17/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 39.75 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.27 |
Parity: | -1.73 |
Time value: | 0.12 |
Break-even: | 6.62 |
Moneyness: | 0.73 |
Premium: | 0.39 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.05 |
Spread %: | 71.43% |
Delta: | 0.19 |
Theta: | 0.00 |
Omega: | 7.72 |
Rho: | 0.01 |
Quote data
Open: | 0.0800 |
---|---|
High: | 0.0900 |
Low: | 0.0800 |
Previous Close: | 0.0800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.00% | ||
---|---|---|---|
1 Month | -43.75% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1000 | 0.0800 |
---|---|---|
1M High / 1M Low: | 0.1500 | 0.0800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0912 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1060 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 213.82% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |