UC WAR. PUT 12/24 8GC/ DE000HC7P284 /
2024-08-14 11:46:25 AM | Chg.- | Bid1:14:11 PM | Ask2024-08-14 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0600EUR | - | 1.0700 Bid Size: 60,000 |
- Ask Size: 60,000 |
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: | 2024-08-14 |
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): | 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: | - | |
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: | - |