UniCredit Put 150 CHV 15.01.2025
/ DE000HC545E6
UniCredit Put 150 CHV 15.01.2025/ DE000HC545E6 /
| 2024-06-05 8:22:22 PM |
Chg.- |
Bid8:09:03 AM |
Ask8:09:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
0.650
Bid Size: 6,000 |
0.690
Ask Size: 6,000 |
CHEVRON CORP. D... |
150.00 - |
2025-01-15 |
Put |
Master data
| WKN: |
HC545E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-03-17 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
0.75 |
| Time value: |
-0.03 |
| Break-even: |
142.80 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.06 |
| Spread %: |
9.09% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.620 |
| High: |
0.650 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
-51.91% |
| 1 Year |
|
|
-60.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.500 |
| 1M High / 1M Low: |
0.640 |
0.470 |
| 6M High / 6M Low: |
1.710 |
0.470 |
| High (YTD): |
2024-01-18 |
1.670 |
| Low (YTD): |
2024-05-17 |
0.470 |
| 52W High: |
2023-11-09 |
1.830 |
| 52W Low: |
2024-05-17 |
0.470 |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.002 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.174 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
158.86% |
| Volatility 6M: |
|
110.43% |
| Volatility 1Y: |
|
98.64% |
| Volatility 3Y: |
|
- |
