UniCredit Put 5 GLEN 18.06.2025
/ DE000HD1HEV8
UniCredit Put 5 GLEN 18.06.2025/ DE000HD1HEV8 /
| 7/24/2024 10:05:39 AM |
Chg.0.00 |
Bid7/24/2024 |
Ask7/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
0.00% |
1.00
Bid Size: 80,000 |
1.01
Ask Size: 80,000 |
Glencore Plc |
5.00 - |
6/18/2025 |
Put |
Master data
| WKN: |
HD1HEV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/28/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.27 |
| Parity: |
-0.24 |
| Time value: |
1.04 |
| Break-even: |
3.96 |
| Moneyness: |
0.95 |
| Premium: |
0.24 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
5.05% |
| Delta: |
-0.33 |
| Theta: |
0.00 |
| Omega: |
-1.67 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+17.65% |
| 3 Months |
|
|
+14.94% |
| YTD |
|
|
-1.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.84 |
| 1M High / 1M Low: |
1.00 |
0.71 |
| 6M High / 6M Low: |
1.68 |
0.70 |
| High (YTD): |
2/26/2024 |
1.68 |
| Low (YTD): |
5/21/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.53% |
| Volatility 6M: |
|
68.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
