UC WAR. CALL 12/24 CHV/ DE000HC8HEP6 /
| 2024-05-27 7:41:19 PM | Chg.+0.0400 | Bid8:08:46 PM | Ask8:08:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4600EUR | +2.82% | 1.4600 Bid Size: 8,000 |
1.4900 Ask Size: 8,000 |
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: | 10.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.18 |
| Parity: | -0.46 |
| Time value: | 1.43 |
| Break-even: | 164.30 |
| Moneyness: | 0.97 |
| Premium: | 0.13 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.01 |
| Spread %: | 0.70% |
| Delta: | 0.54 |
| Theta: | -0.04 |
| Omega: | 5.46 |
| Rho: | 0.36 |
Quote data
| Open: | 1.4200 |
|---|---|
| High: | 1.4600 |
| Low: | 1.4200 |
| Previous Close: | 1.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.05% | ||
|---|---|---|---|
| 1 Month | -27.36% | ||
| 3 Months | +10.61% | ||
| YTD | +3.55% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6600 | 1.3700 |
|---|---|---|
| 1M High / 1M Low: | 2.0800 | 1.3700 |
| 6M High / 6M Low: | 2.0800 | 0.9400 |
| High (YTD): | 2024-04-29 | 2.0800 |
| Low (YTD): | 2024-01-23 | 0.9400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7126 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4423 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 94.37% | |
| Volatility 6M: | 101.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
