UniCredit Put 5 GLCNF 18.06.2025
/ DE000HD1HEV8
UniCredit Put 5 GLCNF 18.06.2025/ DE000HD1HEV8 /
27/08/2024 16:33:33 |
Chg.+0.030 |
Bid17:01:12 |
Ask17:01:12 |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
+2.68% |
1.160 Bid Size: 70,000 |
1.170 Ask Size: 70,000 |
Glencore Plc |
5.00 - |
18/06/2025 |
Put |
Master data
WKN: |
HD1HEV |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 - |
Maturity: |
18/06/2025 |
Issue date: |
28/12/2023 |
Last trading day: |
17/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.74 |
Historic volatility: |
0.27 |
Parity: |
0.16 |
Time value: |
1.11 |
Break-even: |
3.73 |
Moneyness: |
1.03 |
Premium: |
0.23 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.19 |
Spread %: |
17.59% |
Delta: |
-0.37 |
Theta: |
0.00 |
Omega: |
-1.42 |
Rho: |
-0.02 |
Quote data
Open: |
1.150 |
High: |
1.180 |
Low: |
1.150 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.71% |
1 Month |
|
|
+18.56% |
3 Months |
|
|
+57.53% |
YTD |
|
|
+12.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
1.120 |
1M High / 1M Low: |
1.340 |
1.010 |
6M High / 6M Low: |
1.650 |
0.690 |
High (YTD): |
26/02/2024 |
1.680 |
Low (YTD): |
21/05/2024 |
0.690 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.181 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.992 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.13% |
Volatility 6M: |
|
79.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |