UC WAR. CALL 12/24 CHV/ DE000HC8HEP6 /
| 15/11/2024 21:42:18 | Chg.-0.0200 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0800EUR | -1.82% | 1.0900 Bid Size: 15,000 |
1.1200 Ask Size: 15,000 |
CHEVRON CORP. D... | 150.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC8HEP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 07/08/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.17 |
| Parity: | 0.33 |
| Time value: | 0.79 |
| Break-even: | 161.20 |
| Moneyness: | 1.02 |
| Premium: | 0.05 |
| Premium p.a.: | 0.77 |
| Spread abs.: | 0.03 |
| Spread %: | 2.75% |
| Delta: | 0.59 |
| Theta: | -0.15 |
| Omega: | 8.13 |
| Rho: | 0.07 |
Quote data
| Open: | 1.0600 |
|---|---|
| High: | 1.1100 |
| Low: | 1.0600 |
| Previous Close: | 1.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +45.95% | ||
|---|---|---|---|
| 1 Month | +125.00% | ||
| 3 Months | +92.86% | ||
| YTD | -23.40% | ||
| 1 Year | -5.26% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1000 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 1.1000 | 0.4300 |
| 6M High / 6M Low: | 1.7700 | 0.2600 |
| High (YTD): | 29/04/2024 | 2.0800 |
| Low (YTD): | 11/09/2024 | 0.2600 |
| 52W High: | 29/04/2024 | 2.0800 |
| 52W Low: | 11/09/2024 | 0.2600 |
| Avg. price 1W: | 0.8900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8625 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1350 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 273.14% | |
| Volatility 6M: | 208.76% | |
| Volatility 1Y: | 163.63% | |
| Volatility 3Y: | - |
