UniCredit Call 140 CHV 18.09.2024
/ DE000HD0NXM7
UniCredit Call 140 CHV 18.09.2024/ DE000HD0NXM7 /
| 17/06/2024 09:21:31 |
Chg.-0.03 |
Bid12:28:08 |
Ask12:28:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-2.08% |
1.41
Bid Size: 8,000 |
1.44
Ask Size: 8,000 |
CHEVRON CORP. D... |
140.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0NXM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
0.26 |
| Time value: |
1.20 |
| Break-even: |
154.60 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.59 |
| Theta: |
-0.07 |
| Omega: |
5.78 |
| Rho: |
0.18 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.19% |
| 1 Month |
|
|
-39.49% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
-18.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.44 |
| 1M High / 1M Low: |
2.33 |
1.44 |
| 6M High / 6M Low: |
2.62 |
1.14 |
| High (YTD): |
29/04/2024 |
2.62 |
| Low (YTD): |
23/01/2024 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.01% |
| Volatility 6M: |
|
103.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
