UC WAR. PUT 03/25 8GC/ DE000HD43KY3 /
8/26/2024 9:45:00 PM | Chg.-0.0300 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1100EUR | -2.63% | 1.0400 Bid Size: 8,000 |
1.2300 Ask Size: 8,000 |
Glencore Plc | 5.00 - | 3/19/2025 | Put |
Master data
WKN: | HD43KY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Glencore Plc |
Type: | Warrant |
Option type: | Put |
Strike price: | 5.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -4.15 |
Leverage: | Yes |
Calculated values
Fair value: | 0.46 |
---|---|
Intrinsic value: | 0.23 |
Implied volatility: | 0.76 |
Historic volatility: | 0.27 |
Parity: | 0.23 |
Time value: | 0.92 |
Break-even: | 3.85 |
Moneyness: | 1.05 |
Premium: | 0.19 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.05 |
Spread %: | 4.55% |
Delta: | -0.41 |
Theta: | 0.00 |
Omega: | -1.68 |
Rho: | -0.02 |
Quote data
Open: | 1.0500 |
---|---|
High: | 1.1100 |
Low: | 1.0500 |
Previous Close: | 1.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.78% | ||
---|---|---|---|
1 Month | +19.35% | ||
3 Months | +58.57% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1800 | 1.0800 |
---|---|---|
1M High / 1M Low: | 1.3400 | 0.9300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1433 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 120.09% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |