UniCredit Put 30 LXS 18.12.2024
/ DE000HD5ES78
UniCredit Put 30 LXS 18.12.2024/ DE000HD5ES78 /
| 2024-06-06 1:34:01 PM |
Chg.+0.200 |
Bid1:50:16 PM |
Ask1:50:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.630EUR |
+3.11% |
6.660
Bid Size: 25,000 |
6.700
Ask Size: 25,000 |
LANXESS AG |
30.00 - |
2024-12-18 |
Put |
Master data
| WKN: |
HD5ES7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.52 |
| Intrinsic value: |
6.15 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
6.15 |
| Time value: |
0.72 |
| Break-even: |
23.13 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.86 |
| Spread %: |
14.31% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-2.39 |
| Rho: |
-0.12 |
Quote data
| Open: |
6.520 |
| High: |
6.630 |
| Low: |
6.470 |
| Previous Close: |
6.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.97% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.430 |
5.620 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
