UC WAR. CALL 06/25 CHV/ DE000HC7U4F5 /
8/5/2024 7:41:57 PM | Chg.-0.0700 | Bid8:20:23 PM | Ask8:20:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2700EUR | -20.59% | 0.2900 Bid Size: 30,000 |
0.3000 Ask Size: 30,000 |
CHEVRON CORP. D... | 180.00 - | 6/18/2025 | Call |
Master data
WKN: | HC7U4F |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | CHEVRON CORP. DL-,75 |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 6/18/2025 |
Issue date: | 6/30/2023 |
Last trading day: | 6/17/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 38.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.18 |
Parity: | -4.39 |
Time value: | 0.35 |
Break-even: | 183.50 |
Moneyness: | 0.76 |
Premium: | 0.35 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.04 |
Spread %: | 12.90% |
Delta: | 0.20 |
Theta: | -0.02 |
Omega: | 7.83 |
Rho: | 0.21 |
Quote data
Open: | 0.0900 |
---|---|
High: | 0.2700 |
Low: | 0.0900 |
Previous Close: | 0.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -43.75% | ||
---|---|---|---|
1 Month | -40.00% | ||
3 Months | -65.38% | ||
YTD | -65.38% | ||
1 Year | -80.99% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5900 | 0.3400 |
---|---|---|
1M High / 1M Low: | 0.6600 | 0.3400 |
6M High / 6M Low: | 1.0700 | 0.3400 |
High (YTD): | 4/29/2024 | 1.0700 |
Low (YTD): | 8/2/2024 | 0.3400 |
52W High: | 9/27/2023 | 1.9700 |
52W Low: | 8/2/2024 | 0.3400 |
Avg. price 1W: | 0.4780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4905 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6780 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.9056 | |
Avg. volume 1Y: | .1181 | |
Volatility 1M: | 219.48% | |
Volatility 6M: | 133.16% | |
Volatility 1Y: | 123.52% | |
Volatility 3Y: | - |