UniCredit Put 4.907 GLCNF 18.12.2024
/ DE000HC7P284
UniCredit Put 4.907 GLCNF 18.12.2.../ DE000HC7P284 /
8/14/2024 10:31:19 AM |
Chg.- |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
- |
- Bid Size: - |
- Ask Size: - |
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: |
-4.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.95 |
Historic volatility: |
0.27 |
Parity: |
0.14 |
Time value: |
0.93 |
Break-even: |
3.86 |
Moneyness: |
1.03 |
Premium: |
0.19 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.05 |
Spread %: |
4.90% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-1.85 |
Rho: |
-0.01 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.05 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+41.03% |
3 Months |
|
|
+100.00% |
YTD |
|
|
+30.95% |
1 Year |
|
|
-15.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.22 |
0.78 |
6M High / 6M Low: |
1.56 |
0.47 |
High (YTD): |
2/26/2024 |
1.56 |
Low (YTD): |
7/5/2024 |
0.47 |
52W High: |
2/26/2024 |
1.56 |
52W Low: |
7/5/2024 |
0.47 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.79 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.93 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
165.13% |
Volatility 6M: |
|
111.99% |
Volatility 1Y: |
|
94.61% |
Volatility 3Y: |
|
- |