UniCredit Put 4 GLCNF 18.12.2024
/ DE000HD31C82
UniCredit Put 4 GLCNF 18.12.2024/ DE000HD31C82 /
27/08/2024 13:28:40 |
Chg.+0.040 |
Bid14:55:06 |
Ask14:55:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+20.00% |
0.240 Bid Size: 125,000 |
0.250 Ask Size: 125,000 |
Glencore Plc |
4.00 - |
18/12/2024 |
Put |
Master data
WKN: |
HD31C8 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 - |
Maturity: |
18/12/2024 |
Issue date: |
26/02/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.27 |
Parity: |
-0.84 |
Time value: |
0.35 |
Break-even: |
3.65 |
Moneyness: |
0.83 |
Premium: |
0.25 |
Premium p.a.: |
1.03 |
Spread abs.: |
0.19 |
Spread %: |
118.75% |
Delta: |
-0.24 |
Theta: |
0.00 |
Omega: |
-3.35 |
Rho: |
0.00 |
Quote data
Open: |
0.230 |
High: |
0.240 |
Low: |
0.230 |
Previous Close: |
0.200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.00% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
+84.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.200 |
1M High / 1M Low: |
0.410 |
0.200 |
6M High / 6M Low: |
0.700 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.272 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.269 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
285.71% |
Volatility 6M: |
|
181.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |