UC WAR. CALL 06/25 CHV/ DE000HD838Z9 /
| 2024-12-20 9:41:08 PM | Chg.0.0000 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | 0.00% | 1.0500 Bid Size: 30,000 |
1.0600 Ask Size: 30,000 |
Chevron Corporation | 140.00 USD | 2025-06-18 | Call |
Master data
| WKN: | HD838Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-08-20 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.27 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | 0.27 |
| Time value: | 0.78 |
| Break-even: | 144.74 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.01 |
| Spread %: | 0.96% |
| Delta: | 0.62 |
| Theta: | -0.03 |
| Omega: | 8.07 |
| Rho: | 0.36 |
Quote data
| Open: | 1.0000 |
|---|---|
| High: | 1.0400 |
| Low: | 1.0000 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.22% | ||
|---|---|---|---|
| 1 Month | -59.22% | ||
| 3 Months | -20.61% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5000 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 2.6200 | 1.0400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0129 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.86% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
