UC WAR. PUT 01/25 CHV/ DE000HC545E6 /
| 10/11/2024 9:40:24 PM | Chg.-0.0500 | Bid9:56:31 PM | Ask9:56:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5900EUR | -7.81% | 0.5700 Bid Size: 45,000 |
0.6300 Ask Size: 45,000 |
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: | -21.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.20 |
|---|---|
| Intrinsic value: | 1.15 |
| Implied volatility: | - |
| Historic volatility: | 0.18 |
| Parity: | 1.15 |
| Time value: | -0.52 |
| Break-even: | 143.70 |
| Moneyness: | 1.08 |
| Premium: | -0.04 |
| Premium p.a.: | -0.14 |
| Spread abs.: | 0.06 |
| Spread %: | 10.53% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.6600 |
| Low: | 0.5900 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.49% | ||
|---|---|---|---|
| 1 Month | -53.17% | ||
| 3 Months | 0.00% | ||
| YTD | -55.30% | ||
| 1 Year | -51.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.5900 |
| 6M High / 6M Low: | 1.3500 | 0.4400 |
| High (YTD): | 1/18/2024 | 1.6800 |
| Low (YTD): | 7/18/2024 | 0.4400 |
| 52W High: | 11/9/2023 | 1.8300 |
| 52W Low: | 7/18/2024 | 0.4400 |
| Avg. price 1W: | 0.6560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8359 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7353 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0054 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 156.36% | |
| Volatility 6M: | 170.93% | |
| Volatility 1Y: | 138.23% | |
| Volatility 3Y: | - |
