UC WAR. PUT 06/25 LXS/ DE000HD97QS8 /
| 1/10/2025 1:46:37 PM | Chg.+0.1500 | Bid1/10/2025 | Ask1/10/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9800EUR | +5.30% | 2.9800 Bid Size: 25,000 |
3.0000 Ask Size: 25,000 |
LANXESS AG | 24.00 EUR | 6/18/2025 | Put |
Master data
| WKN: | HD97QS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 24.00 EUR |
| Maturity: | 6/18/2025 |
| Issue date: | 10/1/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.65 |
|---|---|
| Intrinsic value: | 0.89 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.38 |
| Parity: | 0.89 |
| Time value: | 2.01 |
| Break-even: | 21.10 |
| Moneyness: | 1.04 |
| Premium: | 0.09 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.12 |
| Spread %: | 4.32% |
| Delta: | -0.48 |
| Theta: | -0.01 |
| Omega: | -3.83 |
| Rho: | -0.06 |
Quote data
| Open: | 2.7700 |
|---|---|
| High: | 2.9800 |
| Low: | 2.7700 |
| Previous Close: | 2.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.58% | ||
|---|---|---|---|
| 1 Month | +53.61% | ||
| 3 Months | +74.27% | ||
| YTD | +9.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.8300 | 2.3200 |
|---|---|---|
| 1M High / 1M Low: | 2.9600 | 1.9400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/9/2025 | 2.8300 |
| Low (YTD): | 1/6/2025 | 2.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.5980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5656 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 113.09% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |