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: | - |