UniCredit Put 5 GLCNF 17.12.2025
/ DE000HD6SNY9
UniCredit Put 5 GLCNF 17.12.2025/ DE000HD6SNY9 /
| 8/26/2024 7:38:51 PM |
Chg.0.000 |
Bid9:15:21 AM |
Ask9:15:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
0.00% |
1.250
Bid Size: 45,000 |
1.260
Ask Size: 45,000 |
Glencore Plc |
5.00 - |
12/17/2025 |
Put |
Master data
| WKN: |
HD6SNY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
12/17/2025 |
| Issue date: |
7/1/2024 |
| Last trading day: |
12/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.27 |
| Parity: |
0.23 |
| Time value: |
1.06 |
| Break-even: |
3.71 |
| Moneyness: |
1.05 |
| Premium: |
0.22 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
4.03% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-1.35 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.270 |
| High: |
1.280 |
| Low: |
1.260 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.79% |
| 1 Month |
|
|
+15.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.240 |
| 1M High / 1M Low: |
1.420 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
