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UniCredit Call 150 CHV 18.12.2024/  DE000HC8HEP6  /

EUWAX
9/10/2024  1:20:05 PM Chg.-0.040 Bid2:07:03 PM Ask2:07:03 PM Underlying Strike price Expiration date Option type
0.300EUR -11.76% 0.300
Bid Size: 25,000		 0.320
Ask Size: 25,000		 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: 39.73
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -2.29
Time value: 0.32
Break-even: 153.20
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.24
Theta: -0.04
Omega: 9.57
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.300
Low: 0.290
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.17%
1 Month
  -48.28%
3 Months
  -78.10%
YTD
  -78.72%
1 Year
  -89.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.290
1M High / 1M Low: 0.620 0.290
6M High / 6M Low: 2.080 0.290
High (YTD): 4/29/2024 2.080
Low (YTD): 9/6/2024 0.290
52W High: 9/27/2023 3.140
52W Low: 9/6/2024 0.290
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   1.254
Avg. volume 6M:   0.000
Avg. price 1Y:   1.463
Avg. volume 1Y:   0.000
Volatility 1M:   193.57%
Volatility 6M:   148.21%
Volatility 1Y:   131.49%
Volatility 3Y:   -