UniCredit Put 20 LXS 18.12.2024
/ DE000HC7L3E1
UniCredit Put 20 LXS 18.12.2024/ DE000HC7L3E1 /
2024-09-26 2:18:01 PM |
Chg.+0.010 |
Bid2:30:41 PM |
Ask2:30:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
0.250 Bid Size: 30,000 |
0.290 Ask Size: 30,000 |
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: |
-65.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.38 |
Parity: |
-6.78 |
Time value: |
0.41 |
Break-even: |
19.59 |
Moneyness: |
0.75 |
Premium: |
0.27 |
Premium p.a.: |
1.85 |
Spread abs.: |
0.21 |
Spread %: |
105.00% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-6.91 |
Rho: |
-0.01 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.250 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.70% |
1 Month |
|
|
-50.98% |
3 Months |
|
|
-78.81% |
YTD |
|
|
-79.84% |
1 Year |
|
|
-88.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.220 |
1M High / 1M Low: |
0.640 |
0.220 |
6M High / 6M Low: |
1.590 |
0.220 |
High (YTD): |
2024-03-05 |
2.020 |
Low (YTD): |
2024-09-24 |
0.220 |
52W High: |
2023-10-27 |
3.360 |
52W Low: |
2024-09-24 |
0.220 |
Avg. price 1W: |
|
0.234 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.875 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.398 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
210.63% |
Volatility 6M: |
|
173.42% |
Volatility 1Y: |
|
143.45% |
Volatility 3Y: |
|
- |