UniCredit Put 5 GLCNF 18.06.2025
/ DE000HD1HEV8
UniCredit Put 5 GLCNF 18.06.2025/ DE000HD1HEV8 /
| 27/08/2024 09:49:54 |
Chg.+0.05 |
Bid10:56:41 |
Ask10:56:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+4.50% |
1.15
Bid Size: 70,000 |
1.16
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: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.85% |
| 1 Month |
|
|
+19.59% |
| 3 Months |
|
|
+63.38% |
| YTD |
|
|
+13.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.11 |
| 1M High / 1M Low: |
1.34 |
1.00 |
| 6M High / 6M Low: |
1.65 |
0.70 |
| High (YTD): |
26/02/2024 |
1.68 |
| Low (YTD): |
21/05/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.76% |
| Volatility 6M: |
|
78.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
