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UniCredit Put 150 CHV 15.01.2025/  DE000HC545E6  /

EUWAX
6/24/2024  8:09:31 PM Chg.-0.090 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.520EUR -14.75% -
Bid Size: -		 -
Ask Size: -		 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: -22.01
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.47
Implied volatility: 0.13
Historic volatility: 0.18
Parity: 0.47
Time value: 0.19
Break-even: 143.40
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 1.54%
Delta: -0.53
Theta: -0.01
Omega: -11.63
Rho: -0.47
 

Quote data

Open: 0.620
High: 0.620
Low: 0.520
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month
  -11.86%
3 Months
  -41.57%
YTD
  -60.31%
1 Year
  -67.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.590
1M High / 1M Low: 0.740 0.500
6M High / 6M Low: 1.670 0.470
High (YTD): 1/18/2024 1.670
Low (YTD): 5/17/2024 0.470
52W High: 11/9/2023 1.830
52W Low: 5/17/2024 0.470
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   0.918
Avg. volume 6M:   0.000
Avg. price 1Y:   1.132
Avg. volume 1Y:   0.000
Volatility 1M:   147.62%
Volatility 6M:   111.80%
Volatility 1Y:   99.50%
Volatility 3Y:   -