UniCredit Put 30 FRE 18.12.2024
/ DE000HD5DAF9
UniCredit Put 30 FRE 18.12.2024/ DE000HD5DAF9 /
| 6/28/2024 9:17:59 PM |
Chg.+0.13 |
Bid9:31:35 PM |
Ask9:31:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
+4.47% |
3.04
Bid Size: 4,000 |
3.09
Ask Size: 4,000 |
FRESENIUS SE+CO.KGAA... |
30.00 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.97 |
| Time value: |
0.97 |
| Break-even: |
27.06 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
2.80% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-5.44 |
| Rho: |
-0.09 |
Quote data
| Open: |
2.84 |
| High: |
3.04 |
| Low: |
2.84 |
| Previous Close: |
2.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.01% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.98 |
2.72 |
| 1M High / 1M Low: |
2.98 |
2.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
