UniCredit Call 140 CVX 17.06.2026/  DE000HD83929  /

EUWAX
2024-12-20  8:43:46 PM Chg.-0.02 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.63EUR -1.21% -
Bid Size: -
-
Ask Size: -
Chevron Corporation 140.00 USD 2026-06-17 Call
 

Master data

WKN: HD8392
Issuer: UniCredit
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2026-06-17
Issue date: 2024-08-20
Last trading day: 2026-06-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.15
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 0.27
Implied volatility: 0.19
Historic volatility: 0.18
Parity: 0.27
Time value: 1.41
Break-even: 151.04
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.65
Theta: -0.02
Omega: 5.29
Rho: 1.07
 

Quote data

Open: 1.58
High: 1.66
Low: 1.58
Previous Close: 1.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.93%
1 Month
  -45.85%
3 Months
  -3.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.06 1.63
1M High / 1M Low: 3.01 1.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -