UC WAR. PUT 06/25 CHV/ DE000HC7N321 /
| 2024-05-27 9:41:24 AM | Chg.0.0000 | Bid11:22:15 AM | Ask11:22:15 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9000EUR | 0.00% | 3.8500 Bid Size: 6,000 |
3.9400 Ask Size: 6,000 |
CHEVRON CORP. D... | 200.00 - | 2025-06-18 | Put |
Master data
| WKN: | HC7N32 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -3.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.46 |
|---|---|
| Intrinsic value: | 5.46 |
| Implied volatility: | - |
| Historic volatility: | 0.18 |
| Parity: | 5.46 |
| Time value: | -1.55 |
| Break-even: | 160.90 |
| Moneyness: | 1.38 |
| Premium: | -0.11 |
| Premium p.a.: | -0.10 |
| Spread abs.: | 0.02 |
| Spread %: | 0.51% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.9000 |
|---|---|
| High: | 3.9000 |
| Low: | 3.9000 |
| Previous Close: | 3.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.64% | ||
|---|---|---|---|
| 1 Month | +10.80% | ||
| 3 Months | -12.75% | ||
| YTD | -15.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9800 | 3.5900 |
|---|---|---|
| 1M High / 1M Low: | 3.9800 | 3.3700 |
| 6M High / 6M Low: | 5.4300 | 3.3700 |
| High (YTD): | 2024-01-18 | 5.4300 |
| Low (YTD): | 2024-05-10 | 3.3700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.6495 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.4133 | |
| Avg. volume 6M: | 2.3468 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 56.11% | |
| Volatility 6M: | 48.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
