UC WAR. PUT 06/25 CHV/ DE000HC86L03 /
| 2024-08-05 9:41:24 PM | Chg.+0.2200 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5500EUR | +16.54% | 1.5300 Bid Size: 25,000 |
1.5400 Ask Size: 25,000 |
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: | -10.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.49 |
|---|---|
| Intrinsic value: | 1.39 |
| Implied volatility: | - |
| Historic volatility: | 0.18 |
| Parity: | 1.39 |
| Time value: | -0.07 |
| Break-even: | 136.80 |
| Moneyness: | 1.10 |
| Premium: | 0.00 |
| Premium p.a.: | -0.01 |
| Spread abs.: | 0.04 |
| Spread %: | 3.13% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.1000 |
|---|---|
| High: | 1.5500 |
| Low: | 1.1000 |
| Previous Close: | 1.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +68.48% | ||
|---|---|---|---|
| 1 Month | +59.79% | ||
| 3 Months | +58.16% | ||
| YTD | -3.73% | ||
| 1 Year | +4.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3300 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.3300 | 0.7300 |
| 6M High / 6M Low: | 1.5100 | 0.7300 |
| High (YTD): | 2024-01-18 | 1.9500 |
| Low (YTD): | 2024-07-18 | 0.7300 |
| 52W High: | 2023-11-09 | 2.0700 |
| 52W Low: | 2024-07-18 | 0.7300 |
| Avg. price 1W: | 0.9880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9105 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0351 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3177 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 182.87% | |
| Volatility 6M: | 102.72% | |
| Volatility 1Y: | 87.73% | |
| Volatility 3Y: | - |
