UniCredit Put 150 CHV 18.06.2025
/ DE000HC86L03
UniCredit Put 150 CHV 18.06.2025/ DE000HC86L03 /
| 2024-05-27 3:04:39 PM |
Chg.-0.040 |
Bid3:51:34 PM |
Ask3:51:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-4.49% |
0.830
Bid Size: 15,000 |
0.920
Ask Size: 15,000 |
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: |
-15.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.45 |
| Break-even: |
140.90 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-7.10 |
| Rho: |
-0.78 |
Quote data
| Open: |
0.820 |
| High: |
0.850 |
| Low: |
0.690 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.59% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-35.11% |
| YTD |
|
|
-46.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.790 |
| 1M High / 1M Low: |
1.000 |
0.760 |
| 6M High / 6M Low: |
1.980 |
0.760 |
| High (YTD): |
2024-01-18 |
1.980 |
| Low (YTD): |
2024-05-10 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.63% |
| Volatility 6M: |
|
71.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
