UniCredit Put 5 GLEN 17.09.2025/  DE000HD95220  /

Frankfurt Zert./HVB
2024-11-04  7:41:07 PM Chg.0.000 Bid9:15:24 AM Ask9:15:24 AM Underlying Strike price Expiration date Option type
1.210EUR 0.00% 1.200
Bid Size: 40,000
1.210
Ask Size: 40,000
Glencore PLC ORD USD... 5.00 GBP 2025-09-17 Put
 

Master data

WKN: HD9522
Issuer: UniCredit
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Put
Strike price: 5.00 GBP
Maturity: 2025-09-17
Issue date: 2024-09-30
Last trading day: 2025-09-16
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -3.87
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.16
Implied volatility: 0.31
Historic volatility: 0.28
Parity: 1.16
Time value: 0.08
Break-even: 4.72
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 3.33%
Delta: -0.69
Theta: 0.00
Omega: -2.68
Rho: -0.04
 

Quote data

Open: 1.180
High: 1.210
Low: 1.180
Previous Close: 1.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.72%
1 Month  
+19.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 1.190
1M High / 1M Low: 1.290 0.960
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.218
Avg. volume 1W:   0.000
Avg. price 1M:   1.189
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -