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UniCredit Put 150 CVX 18.06.2025/  DE000HC86L03  /

Frankfurt Zert./HVB
2024-05-13  8:42:58 AM Chg.-0.080 Bid9:05:01 AM Ask9:05:01 AM Underlying Strike price Expiration date Option type
0.680EUR -10.53% 0.680
Bid Size: 6,000		 0.810
Ask Size: 6,000		 Chevron Corporation 150.00 USD 2025-06-18 Put
 

Master data

WKN: HC86L0
Issuer: UniCredit
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2025-06-18
Issue date: 2023-07-24
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.99
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.47
Time value: 0.77
Break-even: 131.55
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.67%
Delta: -0.26
Theta: -0.01
Omega: -5.14
Rho: -0.52
 

Quote data

Open: 0.690
High: 0.690
Low: 0.680
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.60%
1 Month
  -35.85%
3 Months
  -54.05%
YTD
  -57.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.760
1M High / 1M Low: 1.160 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:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   0.942
Avg. volume 1M:   0.000
Avg. price 6M:   1.416
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.79%
Volatility 6M:   71.64%
Volatility 1Y:   -
Volatility 3Y:   -