UniCredit Put 20 LXS 18.12.2024
/ DE000HC7L3E1
UniCredit Put 20 LXS 18.12.2024/ DE000HC7L3E1 /
| 2024-05-23 2:09:20 PM |
Chg.-0.010 |
Bid3:55:09 PM |
Ask3:55:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-1.09% |
0.910
Bid Size: 45,000 |
0.960
Ask Size: 45,000 |
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: |
-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: |
0.930 |
| High: |
0.930 |
| Low: |
0.910 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.82% |
| 1 Month |
|
|
-6.19% |
| 3 Months |
|
|
-40.13% |
| YTD |
|
|
-27.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.680 |
| 1M High / 1M Low: |
1.150 |
0.660 |
| 6M High / 6M Low: |
2.500 |
0.660 |
| High (YTD): |
2024-03-05 |
2.000 |
| Low (YTD): |
2024-05-14 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.848 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.23% |
| Volatility 6M: |
|
120.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
