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UniCredit Put 4.907 GLCNF 18.12.2.../  DE000HC7P284  /

EUWAX
24/07/2024  09:08:37 Chg.+0.010 Bid12:34:30 Ask12:34:30 Underlying Strike price Expiration date Option type
0.810EUR +1.25% 0.790
Bid Size: 60,000		 0.800
Ask Size: 60,000		 Glencore Plc 4.907 - 18/12/2024 Put
 

Master data

WKN: HC7P28
Issuer: UniCredit
Currency: EUR
Underlying: Glencore Plc
Type: Warrant
Option type: Put
Strike price: 4.91 -
Maturity: 18/12/2024
Issue date: 26/06/2023
Last trading day: 17/12/2024
Ratio: 1:1.02
Exercise type: American
Quanto: No
Gearing: -6.35
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.27
Parity: -0.34
Time value: 0.84
Break-even: 4.08
Moneyness: 0.94
Premium: 0.22
Premium p.a.: 0.64
Spread abs.: 0.05
Spread %: 6.33%
Delta: -0.34
Theta: 0.00
Omega: -2.16
Rho: -0.01
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.79%
1 Month  
+28.57%
3 Months  
+20.90%
YTD
  -3.57%
1 Year
  -17.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.610
1M High / 1M Low: 0.800 0.470
6M High / 6M Low: 1.560 0.470
High (YTD): 26/02/2024 1.560
Low (YTD): 05/07/2024 0.470
52W High: 26/02/2024 1.560
52W Low: 05/07/2024 0.470
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.846
Avg. volume 6M:   0.000
Avg. price 1Y:   0.949
Avg. volume 1Y:   0.000
Volatility 1M:   120.92%
Volatility 6M:   99.18%
Volatility 1Y:   87.03%
Volatility 3Y:   -