UC WAR. CALL 06/25 CHV/ DE000HC7N2Y9 /
| 2024-05-27 1:40:31 PM | Chg.0.0000 | Bid3:18:48 PM | Ask3:18:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | 0.00% | 1.7200 Bid Size: 4,000 |
1.9800 Ask Size: 4,000 |
CHEVRON CORP. D... | 150.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7N2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CHEVRON CORP. DL-,75 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.18 |
| Parity: | -0.46 |
| Time value: | 1.85 |
| Break-even: | 168.50 |
| Moneyness: | 0.97 |
| Premium: | 0.16 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 1.09% |
| Delta: | 0.57 |
| Theta: | -0.03 |
| Omega: | 4.51 |
| Rho: | 0.69 |
Quote data
| Open: | 1.8400 |
|---|---|
| High: | 1.8400 |
| Low: | 1.8400 |
| Previous Close: | 1.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.54% | ||
|---|---|---|---|
| 1 Month | -23.33% | ||
| 3 Months | +11.52% | ||
| YTD | +5.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0800 | 1.8100 |
|---|---|---|
| 1M High / 1M Low: | 2.4900 | 1.8100 |
| 6M High / 6M Low: | 2.4900 | 1.2400 |
| High (YTD): | 2024-04-29 | 2.4900 |
| Low (YTD): | 2024-01-23 | 1.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1226 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7908 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.39% | |
| Volatility 6M: | 82.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
