UniCredit Put 4.907 GLCNF 18.12.2024
/ DE000HC7P284
UniCredit Put 4.907 GLCNF 18.12.2.../ DE000HC7P284 /
8/14/2024 1:07:56 PM |
Chg.0.000 |
Bid9:59:41 PM |
Ask8/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
0.00% |
- 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: |
-4.61 |
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: |
1.090 |
High: |
1.100 |
Low: |
1.050 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+37.66% |
3 Months |
|
|
+107.84% |
YTD |
|
|
+27.71% |
1 Year |
|
|
-20.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.210 |
0.830 |
6M High / 6M Low: |
1.520 |
0.470 |
High (YTD): |
2/26/2024 |
1.570 |
Low (YTD): |
5/21/2024 |
0.470 |
52W High: |
2/26/2024 |
1.570 |
52W Low: |
5/21/2024 |
0.470 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.782 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.931 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
163.58% |
Volatility 6M: |
|
111.27% |
Volatility 1Y: |
|
94.33% |
Volatility 3Y: |
|
- |