UniCredit Put 4.907 GLCNF 18.12.2024
/ DE000HC7P284
UniCredit Put 4.907 GLCNF 18.12.2.../ DE000HC7P284 /
2024-07-23 7:34:02 PM |
Chg.+0.100 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
+14.08% |
0.790 Bid Size: 8,000 |
0.840 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: |
0.770 |
High: |
0.820 |
Low: |
0.770 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.65% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
+20.90% |
YTD |
|
|
-2.41% |
1 Year |
|
|
-17.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.620 |
1M High / 1M Low: |
0.810 |
0.480 |
6M High / 6M Low: |
1.570 |
0.470 |
High (YTD): |
2024-02-26 |
1.570 |
Low (YTD): |
2024-05-21 |
0.470 |
52W High: |
2024-02-26 |
1.570 |
52W Low: |
2024-05-21 |
0.470 |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.848 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.952 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
119.64% |
Volatility 6M: |
|
98.21% |
Volatility 1Y: |
|
86.80% |
Volatility 3Y: |
|
- |