UniCredit Put 30 FRE 18.12.2024
/ DE000HD5DAF9
UniCredit Put 30 FRE 18.12.2024/ DE000HD5DAF9 /
| 09/07/2024 12:49:36 |
Chg.+0.11 |
Bid14:53:26 |
Ask14:53:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
+4.70% |
2.52
Bid Size: 40,000 |
2.54
Ask Size: 40,000 |
FRESENIUS SE+CO.KGAA... |
30.00 - |
18/12/2024 |
Put |
Master data
| WKN: |
HD5DAF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.95 |
| Time value: |
1.45 |
| Break-even: |
27.60 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
3.90% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-6.02 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.34 |
| High: |
2.45 |
| Low: |
2.34 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.59% |
| 1 Month |
|
|
+18.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.33 |
| 1M High / 1M Low: |
3.04 |
2.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
