UniCredit Put 5 GLCNF 18.09.2024
/ DE000HC9M352
UniCredit Put 5 GLCNF 18.09.2024/ DE000HC9M352 /
| 2024-07-03 7:41:33 PM |
Chg.-0.110 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-21.15% |
0.400
Bid Size: 10,000 |
0.460
Ask Size: 10,000 |
Glencore Plc |
5.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HC9M35 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.28 |
| Parity: |
-0.42 |
| Time value: |
0.56 |
| Break-even: |
4.44 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-3.26 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.470 |
| Low: |
0.410 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.92% |
| 1 Month |
|
|
-12.77% |
| 3 Months |
|
|
-42.25% |
| YTD |
|
|
-48.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.520 |
| 1M High / 1M Low: |
0.700 |
0.470 |
| 6M High / 6M Low: |
1.600 |
0.380 |
| High (YTD): |
2024-02-26 |
1.600 |
| Low (YTD): |
2024-05-21 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.874 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.17% |
| Volatility 6M: |
|
113.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
