UC WAR. PUT 12/24 8GC/ DE000HC7P284 /
| 8/14/2024 11:46:25 AM | Chg.- | Bid1:14:11 PM | Ask8/14/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | - | 1.0700 Bid Size: 60,000 |
- Ask Size: 60,000 |
Glencore Plc | 4.907 - | 12/18/2024 | Put |
Master data
| WKN: | HC7P28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Glencore Plc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 4.91 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/26/2023 |
| Last trading day: | 8/14/2024 |
| Ratio: | 1:1.02 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -4.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.98 |
| Historic volatility: | 0.27 |
| Parity: | 0.07 |
| Time value: | 1.00 |
| Break-even: | 3.86 |
| Moneyness: | 1.01 |
| Premium: | 0.20 |
| Premium p.a.: | 0.82 |
| Spread abs.: | 0.05 |
| Spread %: | 4.90% |
| Delta: | -0.39 |
| Theta: | 0.00 |
| Omega: | -1.82 |
| Rho: | -0.01 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.0900 |
| Low: | 1.0400 |
| Previous Close: | 1.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +32.50% | ||
| 3 Months | +85.96% | ||
| YTD | +26.19% | ||
| 1 Year | -20.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.8400 |
| 6M High / 6M Low: | 1.5300 | 0.4800 |
| High (YTD): | 2/26/2024 | 1.5700 |
| Low (YTD): | 7/5/2024 | 0.4800 |
| 52W High: | 2/26/2024 | 1.5700 |
| 52W Low: | 7/5/2024 | 0.4800 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.0523 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7995 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9456 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 168.84% | |
| Volatility 6M: | 105.78% | |
| Volatility 1Y: | 90.37% | |
| Volatility 3Y: | - |
