UC WAR. CALL 06/24 CHV/ DE000HC4GXH4 /
| 6/6/2024 9:41:13 PM | Chg.-0.0500 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | -7.94% | 0.6100 Bid Size: 14,000 |
0.6200 Ask Size: 14,000 |
CHEVRON CORP. D... | 150.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC4GXH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 2/24/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 24.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.83 |
| Historic volatility: | 0.18 |
| Parity: | -0.75 |
| Time value: | 0.59 |
| Break-even: | 155.90 |
| Moneyness: | 0.95 |
| Premium: | 0.09 |
| Premium p.a.: | 11.41 |
| Spread abs.: | 0.06 |
| Spread %: | 11.32% |
| Delta: | 0.40 |
| Theta: | -0.34 |
| Omega: | 9.77 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6300 |
| Low: | 0.5000 |
| Previous Close: | 0.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.12% | ||
|---|---|---|---|
| 1 Month | -51.67% | ||
| 3 Months | -10.77% | ||
| YTD | -40.82% | ||
| 1 Year | -70.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0700 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 1.4900 | 0.6100 |
| 6M High / 6M Low: | 1.5800 | 0.5000 |
| High (YTD): | 4/29/2024 | 1.5800 |
| Low (YTD): | 1/23/2024 | 0.5000 |
| 52W High: | 9/27/2023 | 2.7300 |
| 52W Low: | 1/23/2024 | 0.5000 |
| Avg. price 1W: | 0.7740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0309 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9526 | |
| Avg. volume 6M: | 8.4320 | |
| Avg. price 1Y: | 1.3928 | |
| Avg. volume 1Y: | 8.0234 | |
| Volatility 1M: | 221.14% | |
| Volatility 6M: | 178.91% | |
| Volatility 1Y: | 152.17% | |
| Volatility 3Y: | - |
