UniCredit Put 4 GLCNF 18.09.2024
/ DE000HD21MN8
UniCredit Put 4 GLCNF 18.09.2024/ DE000HD21MN8 /
| 27/08/2024 10:30:32 |
Chg.+0.043 |
Bid13:57:49 |
Ask13:57:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
+107.50% |
0.082
Bid Size: 125,000 |
0.092
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: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.55% |
| 1 Month |
|
|
+3.75% |
| 3 Months |
|
|
+107.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.040 |
| 1M High / 1M Low: |
0.280 |
0.040 |
| 6M High / 6M Low: |
0.630 |
0.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
595.20% |
| Volatility 6M: |
|
391.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
