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UniCredit Call 150 CHV 18.06.2025/  DE000HC7N2Y9  /

Frankfurt Zert./HVB
15/11/2024  19:34:57 Chg.+0.020 Bid21:59:05 Ask21:59:05 Underlying Strike price Expiration date Option type
1.650EUR +1.23% 1.660
Bid Size: 20,000		 1.690
Ask Size: 20,000		 CHEVRON CORP. D... 150.00 - 18/06/2025 Call
 

Master data

WKN: HC7N2Y
Issuer: UniCredit
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 18/06/2025
Issue date: 23/06/2023
Last trading day: 17/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.13
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.33
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 0.33
Time value: 1.35
Break-even: 166.80
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 1.82%
Delta: 0.61
Theta: -0.04
Omega: 5.60
Rho: 0.45
 

Quote data

Open: 1.600
High: 1.700
Low: 1.600
Previous Close: 1.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.13%
1 Month  
+70.10%
3 Months  
+73.68%
YTD
  -4.62%
1 Year  
+17.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.650 1.260
1M High / 1M Low: 1.650 0.950
6M High / 6M Low: 2.160 0.600
High (YTD): 29/04/2024 2.490
Low (YTD): 10/09/2024 0.600
52W High: 29/04/2024 2.490
52W Low: 10/09/2024 0.600
Avg. price 1W:   1.472
Avg. volume 1W:   0.000
Avg. price 1M:   1.190
Avg. volume 1M:   0.000
Avg. price 6M:   1.298
Avg. volume 6M:   0.000
Avg. price 1Y:   1.521
Avg. volume 1Y:   0.000
Volatility 1M:   138.18%
Volatility 6M:   133.14%
Volatility 1Y:   111.82%
Volatility 3Y:   -