UC WAR. PUT 12/25 8GC/ DE000HD6SNY9 /
| 05/11/2024 17:45:40 | Chg.0.0000 | Bid05/11/2024 | Ask05/11/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2600EUR | 0.00% | 1.2400 Bid Size: 25,000 |
1.2600 Ask Size: 25,000 |
Glencore Plc | 5.00 - | 17/12/2025 | Put |
Master data
| WKN: | HD6SNY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Glencore Plc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 5.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 01/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -3.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.28 |
| Parity: | 0.15 |
| Time value: | 1.14 |
| Break-even: | 3.71 |
| Moneyness: | 1.03 |
| Premium: | 0.24 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.04 |
| Spread %: | 3.20% |
| Delta: | -0.36 |
| Theta: | 0.00 |
| Omega: | -1.37 |
| Rho: | -0.03 |
Quote data
| Open: | 1.2300 |
|---|---|
| High: | 1.2700 |
| Low: | 1.2300 |
| Previous Close: | 1.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.82% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | -13.10% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3100 | 1.2500 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 1.0400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2467 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.01% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
