UC WAR. CALL 03/25 CHV/ DE000HD43RT8 /
9/10/2024 7:41:17 PM | Chg.-0.0400 | Bid9:01:35 PM | Ask9:01:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | -25.00% | 0.1100 Bid Size: 45,000 |
0.1200 Ask Size: 45,000 |
CHEVRON CORP. D... | 170.00 - | 3/19/2025 | Call |
Master data
WKN: | HD43RT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CHEVRON CORP. DL-,75 |
Type: | Warrant |
Option type: | Call |
Strike price: | 170.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 84.76 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.18 |
Parity: | -4.29 |
Time value: | 0.15 |
Break-even: | 171.50 |
Moneyness: | 0.75 |
Premium: | 0.35 |
Premium p.a.: | 0.78 |
Spread abs.: | 0.01 |
Spread %: | 7.14% |
Delta: | 0.12 |
Theta: | -0.02 |
Omega: | 10.34 |
Rho: | 0.07 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1300 |
Low: | 0.1200 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -40.00% | ||
---|---|---|---|
1 Month | -53.85% | ||
3 Months | -82.61% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2000 | 0.1300 |
---|---|---|
1M High / 1M Low: | 0.2600 | 0.1300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2176 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 182.57% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |