OverviewChartNewsTraderScreen

UniCredit Put 150 CVX 15.01.2025/  DE000HC545E6  /

Frankfurt Zert./HVB
2024-05-10  7:40:48 PM Chg.-0.020 Bid9:31:29 PM Ask9:31:29 PM Underlying Strike price Expiration date Option type
0.480EUR -4.00% 0.460
Bid Size: 25,000		 0.470
Ask Size: 25,000		 Chevron Corporation 150.00 USD 2025-01-15 Put
 

Master data

WKN: HC545E
Issuer: UniCredit
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2025-01-15
Issue date: 2023-03-17
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.75
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -1.47
Time value: 0.47
Break-even: 134.55
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.23
Theta: -0.01
Omega: -7.64
Rho: -0.28
 

Quote data

Open: 0.420
High: 0.480
Low: 0.420
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -36.84%
3 Months
  -57.89%
YTD
  -63.36%
1 Year
  -73.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.480
1M High / 1M Low: 0.880 0.480
6M High / 6M Low: 1.740 0.480
High (YTD): 2024-01-18 1.710
Low (YTD): 2024-05-10 0.480
52W High: 2023-05-31 1.820
52W Low: 2024-05-10 0.480
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.657
Avg. volume 1M:   0.000
Avg. price 6M:   1.148
Avg. volume 6M:   0.000
Avg. price 1Y:   1.253
Avg. volume 1Y:   0.000
Volatility 1M:   124.20%
Volatility 6M:   93.36%
Volatility 1Y:   89.17%
Volatility 3Y:   -