UC WAR. PUT 12/24 LXS/ DE000HC7L3E1 /
2024-05-24 9:45:33 PM | Chg.0.0000 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9600EUR | 0.00% | 0.8000 Bid Size: 6,000 |
1.0300 Ask Size: 6,000 |
LANXESS AG | 20.00 - | 2024-12-18 | Put |
Master data
WKN: | HC7L3E |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | LANXESS AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-22 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -24.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.62 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.47 |
Historic volatility: | 0.38 |
Parity: | -5.39 |
Time value: | 1.03 |
Break-even: | 18.97 |
Moneyness: | 0.79 |
Premium: | 0.25 |
Premium p.a.: | 0.49 |
Spread abs.: | 0.23 |
Spread %: | 28.75% |
Delta: | -0.18 |
Theta: | -0.01 |
Omega: | -4.42 |
Rho: | -0.03 |
Quote data
Open: | 0.9600 |
---|---|
High: | 0.9600 |
Low: | 0.9600 |
Previous Close: | 0.9600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.63% | ||
---|---|---|---|
1 Month | -20.66% | ||
3 Months | -46.96% | ||
YTD | -23.20% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0000 | 0.8600 |
---|---|---|
1M High / 1M Low: | 1.2100 | 0.7100 |
6M High / 6M Low: | 2.5800 | 0.7100 |
High (YTD): | 2024-03-05 | 2.0500 |
Low (YTD): | 2024-05-15 | 0.7100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9560 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9025 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4173 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 116.06% | |
Volatility 6M: | 102.85% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |