UniCredit Put 5 GLCNF 19.03.2025
/ DE000HD43KY3
UniCredit Put 5 GLCNF 19.03.2025/ DE000HD43KY3 /
| 7/24/2024 2:25:11 PM |
Chg.-0.030 |
Bid7/24/2024 |
Ask7/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-3.19% |
0.910
Bid Size: 70,000 |
0.920
Ask Size: 70,000 |
Glencore Plc |
5.00 - |
3/19/2025 |
Put |
Master data
| WKN: |
HD43KY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
3/19/2025 |
| Issue date: |
3/25/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.27 |
| Parity: |
-0.24 |
| Time value: |
0.97 |
| Break-even: |
4.03 |
| Moneyness: |
0.95 |
| Premium: |
0.23 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
5.43% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-1.84 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.930 |
| Low: |
0.910 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.74% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+13.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.760 |
| 1M High / 1M Low: |
0.940 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
