UC WAR. PUT 09/24 LXS/ DE000HC9DA10 /
| 2024-05-24 9:46:31 PM | Chg.0.0000 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | 0.00% | 0.3300 Bid Size: 10,000 |
0.5600 Ask Size: 10,000 |
LANXESS AG | 20.00 - | 2024-09-18 | Put |
Master data
| WKN: | HC9DA1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -45.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.38 |
| Parity: | -5.39 |
| Time value: | 0.56 |
| Break-even: | 19.44 |
| Moneyness: | 0.79 |
| Premium: | 0.23 |
| Premium p.a.: | 0.94 |
| Spread abs.: | 0.23 |
| Spread %: | 69.70% |
| Delta: | -0.14 |
| Theta: | -0.01 |
| Omega: | -6.45 |
| Rho: | -0.01 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4900 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.67% | ||
|---|---|---|---|
| 1 Month | -30.99% | ||
| 3 Months | -65.00% | ||
| YTD | -50.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.7100 | 0.3700 |
| 6M High / 6M Low: | 2.2600 | 0.3700 |
| High (YTD): | 2024-03-05 | 1.6200 |
| Low (YTD): | 2024-05-16 | 0.3700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4650 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0431 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.39% | |
| Volatility 6M: | 111.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
