UC WAR. CALL 03/25 CHV/ DE000HD8RW17 /
| 2024-12-20 9:40:26 PM | Chg.-0.0100 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | -1.89% | 0.5200 Bid Size: 35,000 |
0.5300 Ask Size: 35,000 |
Chevron Corporation | 145.00 USD | 2025-03-19 | Call |
Master data
| WKN: | HD8RW1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 145.00 USD |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-09-17 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -0.21 |
| Time value: | 0.53 |
| Break-even: | 144.34 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.01 |
| Spread %: | 1.92% |
| Delta: | 0.49 |
| Theta: | -0.04 |
| Omega: | 12.68 |
| Rho: | 0.15 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.5200 |
| Low: | 0.4900 |
| Previous Close: | 0.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -57.38% | ||
|---|---|---|---|
| 1 Month | -73.74% | ||
| 3 Months | -41.57% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 2.0600 | 0.5200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4533 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 164.41% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
