UC WAR. PUT 12/24 8GC/ DE000HC7P284 /
| 2024-07-23 9:46:33 PM | Chg.+0.0800 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | +10.96% | 0.7900 Bid Size: 8,000 |
0.8400 Ask Size: 8,000 |
Glencore Plc | 4.907 - | 2024-12-18 | Put |
Master data
| WKN: | HC7P28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Glencore Plc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 4.91 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1.02 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -6.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.27 |
| Parity: | -0.37 |
| Time value: | 0.84 |
| Break-even: | 4.08 |
| Moneyness: | 0.93 |
| Premium: | 0.22 |
| Premium p.a.: | 0.65 |
| Spread abs.: | 0.22 |
| Spread %: | 35.48% |
| Delta: | -0.34 |
| Theta: | 0.00 |
| Omega: | -2.15 |
| Rho: | -0.01 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7700 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.57% | ||
|---|---|---|---|
| 1 Month | +19.12% | ||
| 3 Months | +9.46% | ||
| YTD | -3.57% | ||
| 1 Year | -23.58% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7500 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | 0.7500 | 0.4800 |
| 6M High / 6M Low: | 1.5700 | 0.4800 |
| High (YTD): | 2024-02-26 | 1.5700 |
| Low (YTD): | 2024-07-05 | 0.4800 |
| 52W High: | 2024-02-26 | 1.5700 |
| 52W Low: | 2024-07-05 | 0.4800 |
| Avg. price 1W: | 0.6860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6029 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8682 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9668 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 109.30% | |
| Volatility 6M: | 92.82% | |
| Volatility 1Y: | 82.54% | |
| Volatility 3Y: | - |
