UniCredit Put 150 CHV 15.01.2025
/ DE000HC545E6
UniCredit Put 150 CHV 15.01.2025/ DE000HC545E6 /
| 02/01/2025 14:18:12 |
Chg.-0.150 |
Bid21:59:33 |
Ask02/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-26.79% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
150.00 - |
15/01/2025 |
Put |
Master data
| WKN: |
HC545E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
17/03/2023 |
| Last trading day: |
02/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.43 |
| Time value: |
0.06 |
| Break-even: |
145.10 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.09 |
| Spread %: |
22.50% |
| Delta: |
-0.77 |
| Theta: |
-0.13 |
| Omega: |
-22.96 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.410 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+241.67% |
| 3 Months |
|
|
-34.92% |
| YTD |
|
|
-26.79% |
| 1 Year |
|
|
-73.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.880 |
0.120 |
| 6M High / 6M Low: |
1.380 |
0.010 |
| High (YTD): |
02/01/2025 |
0.410 |
| Low (YTD): |
02/01/2025 |
0.410 |
| 52W High: |
18/01/2024 |
1.710 |
| 52W Low: |
28/11/2024 |
0.010 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.745 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
491.30% |
| Volatility 6M: |
|
1,314.58% |
| Volatility 1Y: |
|
925.97% |
| Volatility 3Y: |
|
- |