UC WAR. PUT 09/24 LXS/ DE000HC9DA10 /
| 8/2/2024 9:45:02 PM | Chg.+0.1100 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | +50.00% | 0.2600 Bid Size: 10,000 |
0.4000 Ask Size: 10,000 |
LANXESS AG | 20.00 - | 9/18/2024 | Put |
Master data
| WKN: | HC9DA1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 20.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/21/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -57.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.38 |
| Parity: | -3.04 |
| Time value: | 0.40 |
| Break-even: | 19.60 |
| Moneyness: | 0.87 |
| Premium: | 0.15 |
| Premium p.a.: | 2.02 |
| Spread abs.: | 0.14 |
| Spread %: | 53.85% |
| Delta: | -0.17 |
| Theta: | -0.01 |
| Omega: | -10.02 |
| Rho: | -0.01 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.3300 |
| Low: | 0.1000 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +65.00% | ||
|---|---|---|---|
| 1 Month | -19.51% | ||
| 3 Months | -37.74% | ||
| YTD | -66.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.0900 |
| 6M High / 6M Low: | 1.6200 | 0.0900 |
| High (YTD): | 3/5/2024 | 1.6200 |
| Low (YTD): | 7/19/2024 | 0.0900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3252 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7320 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 487.63% | |
| Volatility 6M: | 234.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
