UC WAR. PUT 12/25 8GC/ DE000HD6SNY9 /
27/08/2024 11:46:28 | Chg.0.0000 | Bid13:15:53 | Ask13:15:53 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2700EUR | 0.00% | 1.2500 Bid Size: 80,000 |
1.2600 Ask Size: 80,000 |
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: | -3.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.56 |
---|---|
Intrinsic value: | 0.16 |
Implied volatility: | 0.69 |
Historic volatility: | 0.27 |
Parity: | 0.16 |
Time value: | 1.28 |
Break-even: | 3.56 |
Moneyness: | 1.03 |
Premium: | 0.26 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.19 |
Spread %: | 15.20% |
Delta: | -0.34 |
Theta: | 0.00 |
Omega: | -1.14 |
Rho: | -0.04 |
Quote data
Open: | 1.2500 |
---|---|
High: | 1.2700 |
Low: | 1.2500 |
Previous Close: | 1.2700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +13.39% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3000 | 1.2500 |
---|---|---|
1M High / 1M Low: | 1.4500 | 1.1400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2886 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 86.03% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |