UniCredit Put 150 CHV 18.06.2025
/ DE000HC86L03
UniCredit Put 150 CHV 18.06.2025/ DE000HC86L03 /
| 2024-06-17 5:40:53 PM |
Chg.-0.010 |
Bid5:51:16 PM |
Ask5:51:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-0.96% |
1.040
Bid Size: 30,000 |
1.060
Ask Size: 30,000 |
CHEVRON CORP. D... |
150.00 - |
2025-06-18 |
Put |
Master data
| WKN: |
HC86L0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.74 |
| Time value: |
0.33 |
| Break-even: |
139.30 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-6.69 |
| Rho: |
-0.82 |
Quote data
| Open: |
1.010 |
| High: |
1.050 |
| Low: |
1.000 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.44% |
| 1 Month |
|
|
+32.05% |
| 3 Months |
|
|
-12.71% |
| YTD |
|
|
-35.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.900 |
| 1M High / 1M Low: |
1.040 |
0.780 |
| 6M High / 6M Low: |
1.980 |
0.760 |
| High (YTD): |
2024-01-18 |
1.980 |
| Low (YTD): |
2024-05-10 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.902 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.71% |
| Volatility 6M: |
|
72.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
