UniCredit Put 30 LXS 19.06.2024
/ DE000HC7ACQ5
UniCredit Put 30 LXS 19.06.2024/ DE000HC7ACQ5 /
| 2024-05-10 10:08:17 AM |
Chg.+0.13 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+5.37% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
30.00 EUR |
2024-06-19 |
Put |
Master data
| WKN: |
HC7ACQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-13 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
3.08 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.38 |
| Parity: |
3.08 |
| Time value: |
0.26 |
| Break-even: |
26.66 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.24 |
| Spread %: |
7.74% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-6.32 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.49% |
| 1 Month |
|
|
-38.11% |
| 3 Months |
|
|
-51.80% |
| YTD |
|
|
-29.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
2.28 |
| 1M High / 1M Low: |
4.56 |
2.28 |
| 6M High / 6M Low: |
7.92 |
2.28 |
| High (YTD): |
2024-03-05 |
7.23 |
| Low (YTD): |
2024-05-08 |
2.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
50 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
12.50 |
| Avg. price 6M: |
|
4.98 |
| Avg. volume 6M: |
|
2.02 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.44% |
| Volatility 6M: |
|
130.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
