UC WAR. CALL 06/25 CHV/ DE000HC7N2Y9 /
| 10/07/2024 21:42:09 | Chg.+0.0200 | Bid21:59:24 | Ask21:59:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4800EUR | +1.37% | 1.5300 Bid Size: 15,000 |
1.5400 Ask Size: 15,000 |
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: | 9.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.18 |
| Parity: | -0.85 |
| Time value: | 1.42 |
| Break-even: | 164.20 |
| Moneyness: | 0.94 |
| Premium: | 0.16 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.01 |
| Spread %: | 0.71% |
| Delta: | 0.52 |
| Theta: | -0.03 |
| Omega: | 5.19 |
| Rho: | 0.56 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.4900 |
| Low: | 1.4300 |
| Previous Close: | 1.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.90% | ||
|---|---|---|---|
| 1 Month | -16.85% | ||
| 3 Months | -33.33% | ||
| YTD | -14.94% | ||
| 1 Year | -35.93% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7200 | 1.4600 |
|---|---|---|
| 1M High / 1M Low: | 1.8600 | 1.4600 |
| 6M High / 6M Low: | 2.4900 | 1.2400 |
| High (YTD): | 29/04/2024 | 2.4900 |
| Low (YTD): | 23/01/2024 | 1.2400 |
| 52W High: | 27/09/2023 | 3.4400 |
| 52W Low: | 23/01/2024 | 1.2400 |
| Avg. price 1W: | 1.5660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6214 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7957 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.0764 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 97.42% | |
| Volatility 6M: | 86.21% | |
| Volatility 1Y: | 85.64% | |
| Volatility 3Y: | - |
