UC WAR. PUT 12/24 CHV/ DE000HC8HET8 /
| 2024-11-19 7:40:22 PM | Chg.+0.0140 | Bid8:26:07 PM | Ask8:26:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0750EUR | +22.95% | 0.0690 Bid Size: 40,000 |
0.0770 Ask Size: 40,000 |
CHEVRON CORP. D... | 150.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC8HET |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-08-07 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -244.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.17 |
| Parity: | -0.17 |
| Time value: | 0.06 |
| Break-even: | 149.38 |
| Moneyness: | 0.99 |
| Premium: | 0.02 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 14.81% |
| Delta: | -0.28 |
| Theta: | -0.02 |
| Omega: | -67.33 |
| Rho: | -0.03 |
Quote data
| Open: | 0.0270 |
|---|---|
| High: | 0.0750 |
| Low: | 0.0270 |
| Previous Close: | 0.0610 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -60.53% | ||
|---|---|---|---|
| 1 Month | -85.85% | ||
| 3 Months | -90.38% | ||
| YTD | -94.09% | ||
| 1 Year | -95.07% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.0610 |
|---|---|---|
| 1M High / 1M Low: | 0.6200 | 0.0610 |
| 6M High / 6M Low: | 1.3100 | 0.0610 |
| High (YTD): | 2024-01-18 | 1.6400 |
| Low (YTD): | 2024-11-18 | 0.0610 |
| 52W High: | 2023-12-07 | 1.6700 |
| 52W Low: | 2024-11-18 | 0.0610 |
| Avg. price 1W: | 0.1116 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3547 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6462 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8468 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 274.53% | |
| Volatility 6M: | 217.34% | |
| Volatility 1Y: | 167.59% | |
| Volatility 3Y: | - |
