UC WAR. CALL 12/25 8GC/ DE000HD7TNY5 /
8/26/2024 9:45:26 PM | Chg.+0.0100 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7400EUR | +1.37% | 0.7100 Bid Size: 6,000 |
0.9000 Ask Size: 6,000 |
Glencore PLC ORD USD... | 4.00 GBP | 12/17/2025 | Call |
Master data
WKN: | HD7TNY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore PLC ORD USD0.01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.00 GBP |
Maturity: | 12/17/2025 |
Issue date: | 8/12/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.72 |
---|---|
Intrinsic value: | 0.05 |
Implied volatility: | 0.30 |
Historic volatility: | 0.27 |
Parity: | 0.05 |
Time value: | 0.72 |
Break-even: | 5.49 |
Moneyness: | 1.01 |
Premium: | 0.15 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.05 |
Spread %: | 6.94% |
Delta: | 0.63 |
Theta: | 0.00 |
Omega: | 3.92 |
Rho: | 0.03 |
Quote data
Open: | 0.7400 |
---|---|
High: | 0.7400 |
Low: | 0.7400 |
Previous Close: | 0.7300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.37% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7500 | 0.7100 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7320 | |
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: | - |