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UniCredit Put 150 CHV 15.01.2025/  DE000HC545E6  /

Frankfurt Zert./HVB
5/24/2024  7:39:03 PM Chg.-0.010 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
0.580EUR -1.69% 0.580
Bid Size: 30,000		 0.590
Ask Size: 30,000		 CHEVRON CORP. D... 150.00 - 1/15/2025 Put
 

Master data

WKN: HC545E
Issuer: UniCredit
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 1/15/2025
Issue date: 3/17/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.65
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.46
Implied volatility: 0.12
Historic volatility: 0.18
Parity: 0.46
Time value: 0.13
Break-even: 144.10
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 1.72%
Delta: -0.51
Theta: 0.00
Omega: -12.55
Rho: -0.51
 

Quote data

Open: 0.590
High: 0.600
Low: 0.570
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.83%
1 Month     0.00%
3 Months
  -38.95%
YTD
  -55.73%
1 Year
  -66.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.490
1M High / 1M Low: 0.690 0.480
6M High / 6M Low: 1.710 0.480
High (YTD): 1/18/2024 1.710
Low (YTD): 5/17/2024 0.480
52W High: 5/31/2023 1.820
52W Low: 5/17/2024 0.480
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.550
Avg. volume 1M:   0.000
Avg. price 6M:   1.061
Avg. volume 6M:   0.000
Avg. price 1Y:   1.206
Avg. volume 1Y:   0.000
Volatility 1M:   116.18%
Volatility 6M:   93.01%
Volatility 1Y:   89.55%
Volatility 3Y:   -