UC WAR. CALL 12/24 CHV/ DE000HC8HEP6 /
| 8/2/2024 9:40:06 PM | Chg.-0.2400 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -24.00% | 0.7500 Bid Size: 12,000 |
0.7800 Ask Size: 12,000 |
CHEVRON CORP. D... | 150.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC8HEP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 8/7/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.18 |
| Parity: | -1.39 |
| Time value: | 0.78 |
| Break-even: | 157.80 |
| Moneyness: | 0.91 |
| Premium: | 0.16 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.03 |
| Spread %: | 4.00% |
| Delta: | 0.40 |
| Theta: | -0.05 |
| Omega: | 6.99 |
| Rho: | 0.18 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 0.9900 |
| Low: | 0.7600 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -40.63% | ||
|---|---|---|---|
| 1 Month | -41.54% | ||
| 3 Months | -53.09% | ||
| YTD | -46.10% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4300 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.5700 | 0.7600 |
| 6M High / 6M Low: | 2.0800 | 0.7600 |
| High (YTD): | 4/29/2024 | 2.0800 |
| Low (YTD): | 8/2/2024 | 0.7600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1964 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4331 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 215.66% | |
| Volatility 6M: | 125.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
