UC WAR. PUT 09/24 8GC/ DE000HC9M352 /
| 24/07/2024 11:45:19 | Chg.- | Bid13:01:43 | Ask24/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | - | 0.7900 Bid Size: 50,000 |
- Ask Size: 50,000 |
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: | 24/07/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -5.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 1.45 |
| Historic volatility: | 0.27 |
| Parity: | 0.23 |
| Time value: | 0.59 |
| Break-even: | 4.18 |
| Moneyness: | 1.05 |
| Premium: | 0.12 |
| Premium p.a.: | 5.37 |
| Spread abs.: | 0.02 |
| Spread %: | 2.50% |
| Delta: | -0.48 |
| Theta: | -0.01 |
| Omega: | -2.77 |
| Rho: | 0.00 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8300 |
| Low: | 0.7900 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +61.22% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 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: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | 0.7319 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | 123.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
