UC WAR. PUT 06/25 CHV/ DE000HC86L03 /
| 2024-11-15 9:40:06 PM | Chg.-0.0100 | Bid9:58:52 PM | Ask9:58:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | -1.64% | 0.5800 Bid Size: 40,000 |
0.6100 Ask Size: 40,000 |
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: | -25.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | -0.33 |
| Time value: | 0.61 |
| Break-even: | 143.90 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 5.17% |
| Delta: | -0.36 |
| Theta: | -0.01 |
| Omega: | -9.17 |
| Rho: | -0.36 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.6000 |
| Low: | 0.5800 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | -43.93% | ||
| 3 Months | -50.41% | ||
| YTD | -62.73% | ||
| 1 Year | -69.07% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7700 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.6000 |
| 6M High / 6M Low: | 1.6600 | 0.6000 |
| High (YTD): | 2024-01-18 | 1.9500 |
| Low (YTD): | 2024-11-15 | 0.6000 |
| 52W High: | 2024-01-18 | 1.9500 |
| 52W Low: | 2024-11-15 | 0.6000 |
| Avg. price 1W: | 0.6840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9061 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0494 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2178 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 102.24% | |
| Volatility 6M: | 117.63% | |
| Volatility 1Y: | 96.87% | |
| Volatility 3Y: | - |
