UC WAR. CALL 06/25 CHV/ DE000HC7N2Y9 /
05/08/2024 21:40:48 | Chg.-0.1200 | Bid21:59:52 | Ask21:59:52 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0300EUR | -10.43% | 1.0500 Bid Size: 25,000 |
1.0600 Ask Size: 25,000 |
CHEVRON CORP. D... | 150.00 - | 18/06/2025 | Call |
Master data
WKN: | HC7N2Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CHEVRON CORP. DL-,75 |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 18/06/2025 |
Issue date: | 23/06/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.44 |
Leverage: | Yes |
Calculated values
Fair value: | 0.57 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.18 |
Parity: | -1.39 |
Time value: | 1.19 |
Break-even: | 161.90 |
Moneyness: | 0.91 |
Premium: | 0.19 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.04 |
Spread %: | 3.48% |
Delta: | 0.47 |
Theta: | -0.03 |
Omega: | 5.34 |
Rho: | 0.45 |
Quote data
Open: | 0.8900 |
---|---|
High: | 1.0300 |
Low: | 0.8900 |
Previous Close: | 1.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.81% | ||
---|---|---|---|
1 Month | -30.87% | ||
3 Months | -49.26% | ||
YTD | -40.80% | ||
1 Year | -60.54% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.8300 | 1.1500 |
---|---|---|
1M High / 1M Low: | 1.9600 | 1.1500 |
6M High / 6M Low: | 2.4900 | 1.1500 |
High (YTD): | 29/04/2024 | 2.4900 |
Low (YTD): | 02/08/2024 | 1.1500 |
52W High: | 27/09/2023 | 3.4400 |
52W Low: | 02/08/2024 | 1.1500 |
Avg. price 1W: | 1.5420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5938 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8192 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.0121 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 162.54% | |
Volatility 6M: | 97.99% | |
Volatility 1Y: | 93.64% | |
Volatility 3Y: | - |