UC WAR. PUT 06/25 CHV/ DE000HC7N321 /
| 7/10/2024 11:40:09 AM | Chg.+0.0600 | Bid12:01:01 PM | Ask12:01:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3800EUR | +1.39% | 4.3700 Bid Size: 6,000 |
4.4100 Ask Size: 6,000 |
CHEVRON CORP. D... | 200.00 - | 6/18/2025 | Put |
Master data
| WKN: | HC7N32 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/23/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -3.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.85 |
|---|---|
| Intrinsic value: | 5.85 |
| Implied volatility: | - |
| Historic volatility: | 0.18 |
| Parity: | 5.85 |
| Time value: | -1.46 |
| Break-even: | 156.10 |
| Moneyness: | 1.41 |
| Premium: | -0.10 |
| Premium p.a.: | -0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 0.23% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.3800 |
|---|---|
| High: | 4.3800 |
| Low: | 4.3800 |
| Previous Close: | 4.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.96% | ||
|---|---|---|---|
| 1 Month | +9.77% | ||
| 3 Months | +18.06% | ||
| YTD | -5.19% | ||
| 1 Year | +0.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3200 | 3.9400 |
|---|---|---|
| 1M High / 1M Low: | 4.4200 | 3.8300 |
| 6M High / 6M Low: | 5.4300 | 3.3700 |
| High (YTD): | 1/18/2024 | 5.4300 |
| Low (YTD): | 5/10/2024 | 3.3700 |
| 52W High: | 11/9/2023 | 5.5600 |
| 52W Low: | 5/10/2024 | 3.3700 |
| Avg. price 1W: | 4.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.1559 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.2190 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.2860 | |
| Avg. volume 1Y: | 5.0078 | |
| Volatility 1M: | 54.75% | |
| Volatility 6M: | 51.41% | |
| Volatility 1Y: | 54.26% | |
| Volatility 3Y: | - |
