UC WAR. PUT 06/25 CHV/ DE000HC7U4G3 /
2024-09-10 9:40:12 PM | Chg.+0.0200 | Bid2024-09-10 | Ask2024-09-10 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | +14.29% | 0.1500 Bid Size: 45,000 |
0.1600 Ask Size: 45,000 |
CHEVRON CORP. D... | 100.00 - | 2025-06-18 | Put |
Master data
WKN: | HC7U4G |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CHEVRON CORP. DL-,75 |
Type: | Warrant |
Option type: | Put |
Strike price: | 100.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-30 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -84.76 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.18 |
Parity: | -2.71 |
Time value: | 0.15 |
Break-even: | 98.50 |
Moneyness: | 0.79 |
Premium: | 0.23 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.01 |
Spread %: | 7.14% |
Delta: | -0.10 |
Theta: | -0.01 |
Omega: | -8.41 |
Rho: | -0.11 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1600 |
Low: | 0.1100 |
Previous Close: | 0.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +45.45% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +33.33% | ||
YTD | -54.29% | ||
1 Year | -51.52% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1500 | 0.1100 |
---|---|---|
1M High / 1M Low: | 0.1600 | 0.0800 |
6M High / 6M Low: | 0.2200 | 0.0690 |
High (YTD): | 2024-01-18 | 0.4200 |
Low (YTD): | 2024-07-31 | 0.0690 |
52W High: | 2023-10-27 | 0.5400 |
52W Low: | 2024-07-31 | 0.0690 |
Avg. price 1W: | 0.1320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1229 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1361 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2465 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 199.63% | |
Volatility 6M: | 143.33% | |
Volatility 1Y: | 115.90% | |
Volatility 3Y: | - |