UniCredit Put 150 CHV 18.06.2025
/ DE000HC86L03
UniCredit Put 150 CHV 18.06.2025/ DE000HC86L03 /
| 23/05/2024 19:34:13 |
Chg.+0.020 |
Bid20:37:05 |
Ask20:37:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+2.27% |
0.930
Bid Size: 30,000 |
0.950
Ask Size: 30,000 |
CHEVRON CORP. D... |
150.00 - |
18/06/2025 |
Put |
Master data
| WKN: |
HC86L0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
18/06/2025 |
| Issue date: |
24/07/2023 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.44 |
| Time value: |
0.55 |
| Break-even: |
140.10 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
10.00% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-6.48 |
| Rho: |
-0.79 |
Quote data
| Open: |
0.850 |
| High: |
0.900 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
-26.83% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.780 |
| 1M High / 1M Low: |
1.000 |
0.760 |
| 6M High / 6M Low: |
1.980 |
0.760 |
| High (YTD): |
18/01/2024 |
1.980 |
| Low (YTD): |
10/05/2024 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.25% |
| Volatility 6M: |
|
71.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
