UniCredit Put 4.907 GLCNF 18.12.2024
/ DE000HC7P284
UniCredit Put 4.907 GLCNF 18.12.2.../ DE000HC7P284 /
| 14/08/2024 10:31:19 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
14/08/2024 |
| 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: |
1.10 |
| 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 |
|
|
+120.00% |
| YTD |
|
|
+30.95% |
| 1 Year |
|
|
-15.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.22 |
0.81 |
| 6M High / 6M Low: |
1.52 |
0.47 |
| High (YTD): |
26/02/2024 |
1.56 |
| Low (YTD): |
05/07/2024 |
0.47 |
| 52W High: |
26/02/2024 |
1.56 |
| 52W Low: |
05/07/2024 |
0.47 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
165.71% |
| Volatility 6M: |
|
112.40% |
| Volatility 1Y: |
|
94.61% |
| Volatility 3Y: |
|
- |
