UC WAR. PUT 09/24 8GC/ DE000HC9M352 /
| 23/07/2024 19:46:09 | Chg.+0.0900 | Bid20:00:32 | Ask20:00:32 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | +12.33% | 0.8000 Bid Size: 8,000 |
0.8600 Ask Size: 8,000 |
Glencore Plc | 5.00 - | 18/09/2024 | Put |
Master data
| WKN: | HC9M35 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Glencore Plc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 5.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 02/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -6.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.21 |
| Historic volatility: | 0.27 |
| Parity: | -0.27 |
| Time value: | 0.83 |
| Break-even: | 4.17 |
| Moneyness: | 0.95 |
| Premium: | 0.21 |
| Premium p.a.: | 2.36 |
| Spread abs.: | 0.21 |
| Spread %: | 33.87% |
| Delta: | -0.36 |
| Theta: | -0.01 |
| Omega: | -2.28 |
| Rho: | 0.00 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8400 |
| Low: | 0.7900 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +38.98% | ||
|---|---|---|---|
| 1 Month | +30.16% | ||
| 3 Months | +20.59% | ||
| YTD | +3.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.4000 |
| 6M High / 6M Low: | 1.6100 | 0.4000 |
| High (YTD): | 26/02/2024 | 1.6100 |
| Low (YTD): | 05/07/2024 | 0.4000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5486 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8342 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 149.04% | |
| Volatility 6M: | 116.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
