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UniCredit Call 150 CHV 18.06.2025/  DE000HC7N2Y9  /

Frankfurt Zert./HVB
02/08/2024  19:32:05 Chg.-0.300 Bid21:59:30 Ask21:59:30 Underlying Strike price Expiration date Option type
1.090EUR -21.58% -
Bid Size: -		 -
Ask Size: -		 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: 11.44
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -1.39
Time value: 1.19
Break-even: 161.90
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 3.48%
Delta: 0.47
Theta: -0.03
Omega: 5.34
Rho: 0.45
 

Quote data

Open: 1.220
High: 1.350
Low: 1.090
Previous Close: 1.390
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -28.29%
1 Month
  -25.85%
3 Months
  -43.81%
YTD
  -36.99%
1 Year
  -59.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.810 1.090
1M High / 1M Low: 2.030 1.090
6M High / 6M Low: 2.490 1.090
High (YTD): 29/04/2024 2.490
Low (YTD): 02/08/2024 1.090
52W High: 27/09/2023 3.370
52W Low: 02/08/2024 1.090
Avg. price 1W:   1.508
Avg. volume 1W:   0.000
Avg. price 1M:   1.588
Avg. volume 1M:   0.000
Avg. price 6M:   1.814
Avg. volume 6M:   0.000
Avg. price 1Y:   2.005
Avg. volume 1Y:   0.000
Volatility 1M:   178.05%
Volatility 6M:   103.27%
Volatility 1Y:   95.71%
Volatility 3Y:   -