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UniCredit Put 150 CHV 15.01.2025/  DE000HC545E6  /

EUWAX
2024-05-23  8:20:15 PM Chg.+0.020 Bid9:07:25 PM Ask9:07:25 PM Underlying Strike price Expiration date Option type
0.620EUR +3.33% 0.630
Bid Size: 30,000		 0.640
Ask Size: 30,000		 CHEVRON CORP. D... 150.00 - 2025-01-15 Put
 

Master data

WKN: HC545E
Issuer: UniCredit
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 2025-01-15
Issue date: 2023-03-17
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.39
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.44
Implied volatility: 0.13
Historic volatility: 0.18
Parity: 0.44
Time value: 0.21
Break-even: 143.50
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.06
Spread %: 10.17%
Delta: -0.50
Theta: 0.00
Omega: -11.20
Rho: -0.51
 

Quote data

Open: 0.570
High: 0.620
Low: 0.570
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month
  -4.62%
3 Months
  -35.42%
YTD
  -52.67%
1 Year
  -61.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.470
1M High / 1M Low: 0.680 0.470
6M High / 6M Low: 1.710 0.470
High (YTD): 2024-01-18 1.670
Low (YTD): 2024-05-17 0.470
52W High: 2023-11-09 1.830
52W Low: 2024-05-17 0.470
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   1.078
Avg. volume 6M:   0.000
Avg. price 1Y:   1.217
Avg. volume 1Y:   0.000
Volatility 1M:   134.09%
Volatility 6M:   100.87%
Volatility 1Y:   93.35%
Volatility 3Y:   -