UniCredit Put 150 CHV 19.03.2025
/ DE000HD43RW2
UniCredit Put 150 CHV 19.03.2025/ DE000HD43RW2 /
| 7/9/2024 8:33:23 PM |
Chg.-0.010 |
Bid8:55:13 PM |
Ask8:55:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-1.23% |
0.810
Bid Size: 30,000 |
0.820
Ask Size: 30,000 |
CHEVRON CORP. D... |
150.00 - |
3/19/2025 |
Put |
Master data
| WKN: |
HD43RW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
3/19/2025 |
| Issue date: |
3/25/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.18 |
| Parity: |
0.75 |
| Time value: |
0.05 |
| Break-even: |
142.00 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-10.33 |
| Rho: |
-0.63 |
Quote data
| Open: |
0.770 |
| High: |
0.800 |
| Low: |
0.770 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.660 |
| 1M High / 1M Low: |
0.880 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
