UniCredit Put 4 GLCNF 18.09.2024
/ DE000HD21MN8
UniCredit Put 4 GLCNF 18.09.2024/ DE000HD21MN8 /
27/08/2024 14:44:47 |
Chg.+0.032 |
Bid15:21:55 |
Ask15:21:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
+64.00% |
0.084 Bid Size: 125,000 |
0.094 Ask Size: 125,000 |
Glencore Plc |
4.00 - |
18/09/2024 |
Put |
Master data
WKN: |
HD21MN |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 - |
Maturity: |
18/09/2024 |
Issue date: |
23/01/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.20 |
Historic volatility: |
0.27 |
Parity: |
-0.84 |
Time value: |
0.20 |
Break-even: |
3.80 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
24.29 |
Spread abs.: |
0.19 |
Spread %: |
1,900.00% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-5.13 |
Rho: |
0.00 |
Quote data
Open: |
0.086 |
High: |
0.100 |
Low: |
0.082 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-31.67% |
1 Month |
|
|
-8.89% |
3 Months |
|
|
+64.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.050 |
1M High / 1M Low: |
0.280 |
0.050 |
6M High / 6M Low: |
0.620 |
0.034 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.096 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.170 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
559.22% |
Volatility 6M: |
|
320.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |