UC WAR. CALL 12/25 8GC/ DE000HD6SNV5 /
8/27/2024 1:45:27 PM | Chg.+0.0100 | Bid8/27/2024 | Ask8/27/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1400EUR | +7.69% | 0.1400 Bid Size: 125,000 |
0.1500 Ask Size: 125,000 |
Glencore Plc | 6.00 - | 12/17/2025 | Call |
Master data
WKN: | HD6SNV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore Plc |
Type: | Warrant |
Option type: | Call |
Strike price: | 6.00 - |
Maturity: | 12/17/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 16.13 |
Leverage: | Yes |
Calculated values
Fair value: | 0.30 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.27 |
Parity: | -1.16 |
Time value: | 0.30 |
Break-even: | 6.30 |
Moneyness: | 0.81 |
Premium: | 0.30 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.19 |
Spread %: | 172.73% |
Delta: | 0.35 |
Theta: | 0.00 |
Omega: | 5.64 |
Rho: | 0.02 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1400 |
Low: | 0.1200 |
Previous Close: | 0.1300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.67% | ||
---|---|---|---|
1 Month | -39.13% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1500 | 0.1300 |
---|---|---|
1M High / 1M Low: | 0.2200 | 0.1300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1538 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 166.04% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |