UC WAR. CALL 06/25 CHV/ DE000HC7N2Y9 /
| 11/15/2024 9:41:15 PM | Chg.-0.0200 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6400EUR | -1.20% | 1.6500 Bid Size: 20,000 |
1.6800 Ask Size: 20,000 |
CHEVRON CORP. D... | 150.00 - | 6/18/2025 | Call |
Master data
| WKN: | HC7N2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/23/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.17 |
| Parity: | 0.33 |
| Time value: | 1.35 |
| Break-even: | 166.80 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 1.82% |
| Delta: | 0.61 |
| Theta: | -0.04 |
| Omega: | 5.60 |
| Rho: | 0.45 |
Quote data
| Open: | 1.6200 |
|---|---|
| High: | 1.6600 |
| Low: | 1.6200 |
| Previous Close: | 1.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.48% | ||
|---|---|---|---|
| 1 Month | +54.72% | ||
| 3 Months | +69.07% | ||
| YTD | -5.75% | ||
| 1 Year | +3.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6600 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.6600 | 0.9600 |
| 6M High / 6M Low: | 2.1700 | 0.6200 |
| High (YTD): | 4/29/2024 | 2.4900 |
| Low (YTD): | 9/10/2024 | 0.6200 |
| 52W High: | 4/29/2024 | 2.4900 |
| 52W Low: | 9/10/2024 | 0.6200 |
| Avg. price 1W: | 1.4800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2132 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2969 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5279 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 137.92% | |
| Volatility 6M: | 130.08% | |
| Volatility 1Y: | 108.15% | |
| Volatility 3Y: | - |
