UC WAR. CALL 06/24 LXS/ DE000HC7L390 /
| 2024-05-27 9:02:32 AM | Chg.0.0000 | Bid9:42:46 AM | Ask9:42:46 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | 0.00% | 1.0300 Bid Size: 30,000 |
1.0800 Ask Size: 30,000 |
LANXESS AG | 25.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7L39 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.20 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.38 |
| Parity: | 0.39 |
| Time value: | 0.83 |
| Break-even: | 26.22 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.23 |
| Spread %: | 23.23% |
| Delta: | 0.59 |
| Theta: | -0.02 |
| Omega: | 12.32 |
| Rho: | 0.01 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0300 |
| Low: | 1.0300 |
| Previous Close: | 1.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.95% | ||
|---|---|---|---|
| 1 Month | -50.00% | ||
| 3 Months | -40.12% | ||
| YTD | -80.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6600 | 0.8700 |
|---|---|---|
| 1M High / 1M Low: | 4.0300 | 0.8700 |
| 6M High / 6M Low: | 5.5700 | 0.8700 |
| High (YTD): | 2024-01-02 | 5.1600 |
| Low (YTD): | 2024-05-23 | 0.8700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3989 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8962 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 289.42% | |
| Volatility 6M: | 220.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
