UniCredit Put 25 LXS 18.09.2024
/ DE000HD58JK2
UniCredit Put 25 LXS 18.09.2024/ DE000HD58JK2 /
| 20/06/2024 13:21:53 |
Chg.-0.22 |
Bid14:34:34 |
Ask14:34:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
-6.36% |
3.27
Bid Size: 30,000 |
3.31
Ask Size: 30,000 |
LANXESS AG |
25.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HD58JK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
03/05/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.35 |
| Parity: |
3.06 |
| Time value: |
0.55 |
| Break-even: |
21.39 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.20 |
| Spread %: |
5.87% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-4.22 |
| Rho: |
-0.05 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.11% |
| 1 Month |
|
|
+102.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.69 |
3.31 |
| 1M High / 1M Low: |
3.69 |
1.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
