UniCredit Put 30 LXS 18.12.2024
/ DE000HD5ES78
UniCredit Put 30 LXS 18.12.2024/ DE000HD5ES78 /
| 2024-05-24 7:35:39 PM |
Chg.-0.230 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.410EUR |
-4.08% |
5.270
Bid Size: 3,000 |
5.500
Ask Size: 3,000 |
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: |
-4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
4.61 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.38 |
| Parity: |
4.61 |
| Time value: |
0.89 |
| Break-even: |
24.50 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.23 |
| Spread %: |
4.36% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-2.96 |
| Rho: |
-0.12 |
Quote data
| Open: |
5.660 |
| High: |
5.680 |
| Low: |
5.360 |
| Previous Close: |
5.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.07% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.640 |
5.020 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.416 |
| 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: |
|
- |
