UniCredit Put 20 LXS 18.12.2024
/ DE000HC7L3E1
UniCredit Put 20 LXS 18.12.2024/ DE000HC7L3E1 /
| 2024-05-24 7:33:12 PM |
Chg.-0.010 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-1.14% |
0.800
Bid Size: 6,000 |
1.030
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: |
0.920 |
| High: |
0.960 |
| Low: |
0.860 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.10% |
| 1 Month |
|
|
-24.35% |
| 3 Months |
|
|
-50.85% |
| YTD |
|
|
-29.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.820 |
| 1M High / 1M Low: |
1.150 |
0.670 |
| 6M High / 6M Low: |
2.500 |
0.670 |
| High (YTD): |
2024-03-05 |
2.020 |
| Low (YTD): |
2024-05-09 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.10% |
| Volatility 6M: |
|
117.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
