UniCredit Call 150 CHV 18.12.2024
/ DE000HC8HEP6
UniCredit Call 150 CHV 18.12.2024/ DE000HC8HEP6 /
| 2024-11-15 8:53:02 PM |
Chg.0.00 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
150.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC8HEP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-17 |
| 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: |
1.03 |
| High: |
1.10 |
| Low: |
1.03 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.33% |
| 1 Month |
|
|
+127.08% |
| 3 Months |
|
|
+101.85% |
| YTD |
|
|
-22.70% |
| 1 Year |
|
|
-3.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.67 |
| 1M High / 1M Low: |
1.09 |
0.42 |
| 6M High / 6M Low: |
1.77 |
0.25 |
| High (YTD): |
2024-04-29 |
2.08 |
| Low (YTD): |
2024-09-11 |
0.25 |
| 52W High: |
2024-04-29 |
2.08 |
| 52W Low: |
2024-09-11 |
0.25 |
| Avg. price 1W: |
|
0.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
282.11% |
| Volatility 6M: |
|
215.45% |
| Volatility 1Y: |
|
169.62% |
| Volatility 3Y: |
|
- |
