UniCredit Put 5 GLCNF 18.06.2025/  DE000HD1HEV8  /

Frankfurt Zert./HVB
2024-11-04  7:38:26 PM Chg.-0.010 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
1.150EUR -0.86% -
Bid Size: -
-
Ask Size: -
Glencore Plc 5.00 - 2025-06-18 Put
 

Master data

WKN: HD1HEV
Issuer: UniCredit
Currency: EUR
Underlying: Glencore Plc
Type: Warrant
Option type: Put
Strike price: 5.00 -
Maturity: 2025-06-18
Issue date: 2023-12-28
Last trading day: 2025-06-17
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -4.03
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.20
Implied volatility: 0.76
Historic volatility: 0.28
Parity: 0.20
Time value: 0.99
Break-even: 3.81
Moneyness: 1.04
Premium: 0.21
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 3.48%
Delta: -0.40
Theta: 0.00
Omega: -1.60
Rho: -0.02
 

Quote data

Open: 1.120
High: 1.160
Low: 1.120
Previous Close: 1.160
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -4.96%
1 Month  
+23.66%
3 Months
  -14.18%
YTD  
+12.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 1.120
1M High / 1M Low: 1.240 0.890
6M High / 6M Low: 1.630 0.690
High (YTD): 2024-02-26 1.680
Low (YTD): 2024-05-21 0.690
52W High: - -
52W Low: - -
Avg. price 1W:   1.158
Avg. volume 1W:   0.000
Avg. price 1M:   1.128
Avg. volume 1M:   0.000
Avg. price 6M:   1.033
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.35%
Volatility 6M:   92.51%
Volatility 1Y:   -
Volatility 3Y:   -