UniCredit Put 150 CHV 18.12.2024
/ DE000HC8HET8
UniCredit Put 150 CHV 18.12.2024/ DE000HC8HET8 /
| 6/24/2024 7:34:05 PM |
Chg.-0.080 |
Bid9:52:31 PM |
Ask9:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-14.29% |
0.470
Bid Size: 30,000 |
0.480
Ask Size: 30,000 |
CHEVRON CORP. D... |
150.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HC8HET |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.18 |
| Parity: |
0.47 |
| Time value: |
0.14 |
| Break-even: |
143.90 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-13.12 |
| Rho: |
-0.42 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.480 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.15% |
| 1 Month |
|
|
-9.43% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-61.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.540 |
| 1M High / 1M Low: |
0.680 |
0.480 |
| 6M High / 6M Low: |
1.670 |
0.440 |
| High (YTD): |
1/18/2024 |
1.670 |
| Low (YTD): |
5/20/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.25% |
| Volatility 6M: |
|
105.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
