UC WAR. CALL 09/25 CHV/ DE000HD95G24 /
| 2024-12-20 9:40:10 PM | Chg.-0.0100 | Bid9:53:23 PM | Ask9:53:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | -5.00% | 0.1900 Bid Size: 45,000 |
0.2000 Ask Size: 45,000 |
Chevron Corporation | 180.00 USD | 2025-09-17 | Call |
Master data
| WKN: | HD95G2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 USD |
| Maturity: | 2025-09-17 |
| Issue date: | 2024-09-30 |
| Last trading day: | 2025-09-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 68.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -3.56 |
| Time value: | 0.20 |
| Break-even: | 174.60 |
| Moneyness: | 0.79 |
| Premium: | 0.27 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.01 |
| Spread %: | 5.26% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 10.82 |
| Rho: | 0.15 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1700 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -50.00% | ||
|---|---|---|---|
| 1 Month | -70.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2900 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4548 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
