UC WAR. PUT 12/24 LXS/ DE000HC7L3E1 /
| 2024-06-14 9:46:37 PM | Chg.+0.2500 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6900EUR | +17.36% | 1.5500 Bid Size: 8,000 |
1.7500 Ask Size: 8,000 |
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: | -12.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.40 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.38 |
| Parity: | -1.53 |
| Time value: | 1.75 |
| Break-even: | 18.25 |
| Moneyness: | 0.93 |
| Premium: | 0.15 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.20 |
| Spread %: | 12.90% |
| Delta: | -0.33 |
| Theta: | -0.01 |
| Omega: | -4.02 |
| Rho: | -0.04 |
Quote data
| Open: | 1.3600 |
|---|---|
| High: | 1.7100 |
| Low: | 1.3600 |
| Previous Close: | 1.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +45.69% | ||
|---|---|---|---|
| 1 Month | +119.48% | ||
| 3 Months | +12.67% | ||
| YTD | +35.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6900 | 1.3000 |
|---|---|---|
| 1M High / 1M Low: | 1.6900 | 0.7700 |
| 6M High / 6M Low: | 2.0500 | 0.7100 |
| High (YTD): | 2024-03-05 | 2.0500 |
| Low (YTD): | 2024-05-15 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0732 | |
| Avg. volume 1M: | 79.1818 | |
| Avg. price 6M: | 1.3136 | |
| Avg. volume 6M: | 14.0484 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 156.52% | |
| Volatility 6M: | 115.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
