UC WAR. PUT 12/24 LXS/ DE000HD5ES78 /
| 02/08/2024 21:47:02 | Chg.+0.440 | Bid21:59:16 | Ask21:59:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.050EUR | +6.66% | 6.950 Bid Size: 3,000 |
7.090 Ask Size: 3,000 |
LANXESS AG | 30.00 - | 18/12/2024 | Put |
Master data
| WKN: | HD5ES7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 09/05/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.56 |
|---|---|
| Intrinsic value: | 6.42 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.38 |
| Parity: | 6.42 |
| Time value: | 0.39 |
| Break-even: | 23.19 |
| Moneyness: | 1.27 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.34 |
| Spread %: | 5.26% |
| Delta: | -0.76 |
| Theta: | 0.00 |
| Omega: | -2.63 |
| Rho: | -0.09 |
Quote data
| Open: | 6.590 |
|---|---|
| High: | 7.140 |
| Low: | 6.590 |
| Previous Close: | 6.610 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.18% | ||
|---|---|---|---|
| 1 Month | +6.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.610 | 5.480 |
|---|---|---|
| 1M High / 1M Low: | 7.760 | 4.790 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.012 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.233 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.82% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
