UC WAR. PUT 12/24 LXS/ DE000HD5ES78 /
| 2024-06-24 9:46:05 PM | Chg.-0.630 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.630EUR | -7.63% | 7.520 Bid Size: 3,000 |
7.920 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: | -2.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.17 |
|---|---|
| Intrinsic value: | 8.17 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.35 |
| Parity: | 8.17 |
| Time value: | 0.18 |
| Break-even: | 21.65 |
| Moneyness: | 1.37 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.39 |
| Spread %: | 4.90% |
| Delta: | -0.79 |
| Theta: | 0.00 |
| Omega: | -2.07 |
| Rho: | -0.12 |
Quote data
| Open: | 8.260 |
|---|---|
| High: | 8.260 |
| Low: | 7.630 |
| Previous Close: | 8.260 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.73% | ||
|---|---|---|---|
| 1 Month | +39.74% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.360 | 7.830 |
|---|---|---|
| 1M High / 1M Low: | 8.440 | 5.190 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.142 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.893 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 74.36% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
