UniCredit Put 5 GLCNF 17.12.2025
/ DE000HD6SNY9
UniCredit Put 5 GLCNF 17.12.2025/ DE000HD6SNY9 /
| 05/11/2024 14:57:40 |
Chg.+0.010 |
Bid05/11/2024 |
Ask05/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
+0.80% |
1.260
Bid Size: 100,000 |
1.270
Ask Size: 100,000 |
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: |
1.250 |
| High: |
1.270 |
| Low: |
1.240 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
+17.76% |
| 3 Months |
|
|
-11.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.240 |
| 1M High / 1M Low: |
1.330 |
1.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
