UC WAR. PUT 12/24 LXS/ DE000HC7L3E1 /
| 5/23/2024 3:46:03 PM | Chg.-0.0400 | Bid5:06:01 PM | Ask5:06:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | -4.00% | 0.9000 Bid Size: 45,000 |
0.9500 Ask Size: 45,000 |
LANXESS AG | 20.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7L3E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -14.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.38 |
| Parity: | -5.07 |
| Time value: | 1.77 |
| Break-even: | 18.23 |
| Moneyness: | 0.80 |
| Premium: | 0.27 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.90 |
| Spread %: | 103.45% |
| Delta: | -0.22 |
| Theta: | -0.01 |
| Omega: | -3.09 |
| Rho: | -0.04 |
Quote data
| Open: | 1.0000 |
|---|---|
| High: | 1.0000 |
| Low: | 0.9600 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +24.68% | ||
|---|---|---|---|
| 1 Month | -10.28% | ||
| 3 Months | -40.00% | ||
| YTD | -23.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.7700 |
|---|---|---|
| 1M High / 1M Low: | 1.2100 | 0.7100 |
| 6M High / 6M Low: | 2.5800 | 0.7100 |
| High (YTD): | 3/5/2024 | 2.0500 |
| Low (YTD): | 5/15/2024 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9286 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4427 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.27% | |
| Volatility 6M: | 102.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
