UniCredit Put 20 LXS 18.09.2024
/ DE000HC9DA10
UniCredit Put 20 LXS 18.09.2024/ DE000HC9DA10 /
2024-05-24 7:41:03 PM |
Chg.-0.040 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-8.89% |
0.330 Bid Size: 10,000 |
0.560 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: |
0.480 |
High: |
0.480 |
Low: |
0.400 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.81% |
1 Month |
|
|
-36.92% |
3 Months |
|
|
-70.07% |
YTD |
|
|
-58.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.370 |
1M High / 1M Low: |
0.650 |
0.210 |
6M High / 6M Low: |
2.190 |
0.210 |
High (YTD): |
2024-03-05 |
1.590 |
Low (YTD): |
2024-05-14 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.969 |
Avg. volume 6M: |
|
96.774 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
351.73% |
Volatility 6M: |
|
194.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |