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UniCredit Put 20 LXS 18.12.2024/  DE000HC7L3E1  /

Frankfurt Zert./HVB
24/06/2024  19:27:27 Chg.-0.180 Bid20:25:01 Ask20:25:01 Underlying Strike price Expiration date Option type
1.280EUR -12.33% 1.270
Bid Size: 6,000		 1.390
Ask Size: 6,000		 LANXESS AG 20.00 - 18/12/2024 Put
 

Master data

WKN: HC7L3E
Issuer: UniCredit
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 18/12/2024
Issue date: 22/06/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -13.56
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.35
Parity: -1.83
Time value: 1.61
Break-even: 18.39
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.35
Spread abs.: 0.20
Spread %: 14.18%
Delta: -0.31
Theta: -0.01
Omega: -4.21
Rho: -0.04
 

Quote data

Open: 1.440
High: 1.440
Low: 1.240
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.99%
1 Month  
+47.13%
3 Months  
+6.67%
YTD  
+3.23%
1 Year
  -34.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.390
1M High / 1M Low: 1.590 0.800
6M High / 6M Low: 2.020 0.670
High (YTD): 05/03/2024 2.020
Low (YTD): 09/05/2024 0.670
52W High: 27/10/2023 3.360
52W Low: 09/05/2024 0.670
Avg. price 1W:   1.480
Avg. volume 1W:   0.000
Avg. price 1M:   1.178
Avg. volume 1M:   0.000
Avg. price 6M:   1.261
Avg. volume 6M:   0.000
Avg. price 1Y:   1.660
Avg. volume 1Y:   0.000
Volatility 1M:   126.91%
Volatility 6M:   122.38%
Volatility 1Y:   108.94%
Volatility 3Y:   -