UniCredit Put 5 GLCNF 18.09.2024
/ DE000HC9M352
UniCredit Put 5 GLCNF 18.09.2024/ DE000HC9M352 /
| 23/07/2024 19:41:08 |
Chg.+0.100 |
Bid20:00:32 |
Ask20:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+14.08% |
0.800
Bid Size: 8,000 |
0.860
Ask Size: 8,000 |
Glencore Plc |
5.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HC9M35 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
02/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.27 |
| Parity: |
-0.27 |
| Time value: |
0.83 |
| Break-even: |
4.17 |
| Moneyness: |
0.95 |
| Premium: |
0.21 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.21 |
| Spread %: |
33.87% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-2.28 |
| Rho: |
0.00 |
Quote data
| Open: |
0.780 |
| High: |
0.830 |
| Low: |
0.780 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
+32.79% |
| 3 Months |
|
|
+24.62% |
| YTD |
|
|
+2.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.570 |
| 1M High / 1M Low: |
0.710 |
0.390 |
| 6M High / 6M Low: |
1.600 |
0.380 |
| High (YTD): |
26/02/2024 |
1.600 |
| Low (YTD): |
21/05/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.817 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.82% |
| Volatility 6M: |
|
121.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
