UniCredit Put 5 GLCNF 18.06.2025
/ DE000HD1HEV8
UniCredit Put 5 GLCNF 18.06.2025/ DE000HD1HEV8 /
8/26/2024 9:23:34 PM |
Chg.-0.05 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-4.31% |
- Bid Size: - |
- Ask Size: - |
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: |
-4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.67 |
Historic volatility: |
0.27 |
Parity: |
0.23 |
Time value: |
0.96 |
Break-even: |
3.81 |
Moneyness: |
1.05 |
Premium: |
0.20 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.05 |
Spread %: |
4.39% |
Delta: |
-0.39 |
Theta: |
0.00 |
Omega: |
-1.57 |
Rho: |
-0.02 |
Quote data
Open: |
1.15 |
High: |
1.15 |
Low: |
1.11 |
Previous Close: |
1.16 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.13% |
1 Month |
|
|
+14.43% |
3 Months |
|
|
+56.34% |
YTD |
|
|
+8.82% |
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): |
2/26/2024 |
1.68 |
Low (YTD): |
5/21/2024 |
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: |
|
- |