UC WAR. CALL 06/25 CHV/ DE000HC7N2Z6 /
| 2024-07-10 1:40:03 PM | Chg.0.0000 | Bid2:00:02 PM | Ask2:00:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | 0.00% | 0.1600 Bid Size: 15,000 |
0.1900 Ask Size: 15,000 |
CHEVRON CORP. D... | 200.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7N2Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 83.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | -5.85 |
| Time value: | 0.17 |
| Break-even: | 201.70 |
| Moneyness: | 0.71 |
| Premium: | 0.43 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.01 |
| Spread %: | 6.25% |
| Delta: | 0.11 |
| Theta: | -0.01 |
| Omega: | 9.56 |
| Rho: | 0.14 |
Quote data
| Open: | 0.1800 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1800 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.18% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | -62.50% | ||
| YTD | -58.14% | ||
| 1 Year | -77.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2200 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.2700 | 0.1800 |
| 6M High / 6M Low: | 0.5500 | 0.1800 |
| High (YTD): | 2024-04-29 | 0.5500 |
| Low (YTD): | 2024-07-09 | 0.1800 |
| 52W High: | 2023-09-27 | 1.2900 |
| 52W Low: | 2024-07-09 | 0.1800 |
| Avg. price 1W: | 0.1960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3410 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5621 | |
| Avg. volume 1Y: | 3.0977 | |
| Volatility 1M: | 130.26% | |
| Volatility 6M: | 131.33% | |
| Volatility 1Y: | 125.13% | |
| Volatility 3Y: | - |
