UniCredit Call 140 CHV 15.01.2025
/ DE000HD0BLC8
UniCredit Call 140 CHV 15.01.2025/ DE000HD0BLC8 /
| 2024-06-14 9:29:20 PM |
Chg.-0.08 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
-4.44% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
140.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD0BLC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
0.25 |
| Time value: |
1.48 |
| Break-even: |
157.30 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
5.03 |
| Rho: |
0.41 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.70 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.27% |
| 1 Month |
|
|
-27.43% |
| 3 Months |
|
|
-17.70% |
| YTD |
|
|
-12.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.72 |
| 1M High / 1M Low: |
2.51 |
1.72 |
| 6M High / 6M Low: |
2.85 |
1.41 |
| High (YTD): |
2024-04-29 |
2.85 |
| Low (YTD): |
2024-01-23 |
1.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.93% |
| Volatility 6M: |
|
86.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
