UniCredit Put 20 LXS 18.09.2024
/ DE000HC9DA10
UniCredit Put 20 LXS 18.09.2024/ DE000HC9DA10 /
| 7/9/2024 7:34:33 PM |
Chg.+0.070 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+17.50% |
0.420
Bid Size: 8,000 |
0.630
Ask Size: 8,000 |
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: |
-41.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.35 |
| Parity: |
-3.51 |
| Time value: |
0.57 |
| Break-even: |
19.43 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.21 |
| Spread %: |
58.33% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-7.67 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.540 |
| Low: |
0.470 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
-18.97% |
| 3 Months |
|
|
-2.08% |
| YTD |
|
|
-52.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.960 |
0.340 |
| 6M High / 6M Low: |
1.590 |
0.210 |
| High (YTD): |
3/5/2024 |
1.590 |
| Low (YTD): |
5/14/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.797 |
| Avg. volume 6M: |
|
94.488 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.06% |
| Volatility 6M: |
|
208.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
