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UniCredit Put 150 CHV 15.01.2025/  DE000HC545E6  /

Frankfurt Zert./HVB
28/05/2024  12:05:18 Chg.+0.030 Bid28/05/2024 Ask28/05/2024 Underlying Strike price Expiration date Option type
0.550EUR +5.77% 0.550
Bid Size: 15,000		 0.580
Ask Size: 15,000		 CHEVRON CORP. D... 150.00 - 15/01/2025 Put
 

Master data

WKN: HC545E
Issuer: UniCredit
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 15/01/2025
Issue date: 17/03/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.04
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.48
Implied volatility: 0.11
Historic volatility: 0.18
Parity: 0.48
Time value: 0.10
Break-even: 144.20
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.06
Spread %: 11.54%
Delta: -0.52
Theta: 0.00
Omega: -12.99
Rho: -0.52
 

Quote data

Open: 0.520
High: 0.550
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.77%
1 Month
  -5.17%
3 Months
  -46.08%
YTD
  -58.02%
1 Year
  -68.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.690 0.480
6M High / 6M Low: 1.710 0.480
High (YTD): 18/01/2024 1.710
Low (YTD): 17/05/2024 0.480
52W High: 31/05/2023 1.820
52W Low: 17/05/2024 0.480
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   1.052
Avg. volume 6M:   0.000
Avg. price 1Y:   1.202
Avg. volume 1Y:   0.000
Volatility 1M:   116.18%
Volatility 6M:   93.59%
Volatility 1Y:   90.09%
Volatility 3Y:   -