UniCredit Put 5 GLCNF 17.12.2025
/ DE000HD6SNY9
UniCredit Put 5 GLCNF 17.12.2025/ DE000HD6SNY9 /
27/08/2024 18:27:22 |
Chg.0.00 |
Bid27/08/2024 |
Ask27/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.26EUR |
0.00% |
1.26 Bid Size: 20,000 |
1.28 Ask Size: 20,000 |
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: |
1.25 |
High: |
1.26 |
Low: |
1.25 |
Previous Close: |
1.26 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+14.55% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
1.24 |
1M High / 1M Low: |
1.42 |
1.13 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |