OverviewChartNewsTraderScreen

UniCredit Put 20 LXS 18.12.2024/  DE000HC7L3E1  /

Frankfurt Zert./HVB
2024-07-16  7:26:43 PM Chg.+0.120 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
1.190EUR +11.21% 1.140
Bid Size: 6,000		 1.340
Ask Size: 6,000		 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: -18.55
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.35
Parity: -2.63
Time value: 1.22
Break-even: 18.78
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.45
Spread abs.: 0.20
Spread %: 19.61%
Delta: -0.27
Theta: -0.01
Omega: -4.92
Rho: -0.03
 

Quote data

Open: 1.180
High: 1.240
Low: 1.160
Previous Close: 1.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.18%
1 Month
  -25.16%
3 Months  
+0.85%
YTD
  -4.03%
1 Year
  -34.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 1.030
1M High / 1M Low: 1.580 0.950
6M High / 6M Low: 2.020 0.670
High (YTD): 2024-03-05 2.020
Low (YTD): 2024-05-09 0.670
52W High: 2023-10-27 3.360
52W Low: 2024-05-09 0.670
Avg. price 1W:   1.094
Avg. volume 1W:   0.000
Avg. price 1M:   1.172
Avg. volume 1M:   0.000
Avg. price 6M:   1.226
Avg. volume 6M:   0.000
Avg. price 1Y:   1.618
Avg. volume 1Y:   0.000
Volatility 1M:   112.52%
Volatility 6M:   123.77%
Volatility 1Y:   110.72%
Volatility 3Y:   -