UniCredit Call 140 CHV 18.12.2024
/ DE000HD21RU2
UniCredit Call 140 CHV 18.12.2024/ DE000HD21RU2 /
| 2024-09-20 8:17:52 PM |
Chg.-0.080 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-8.42% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
140.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD21RU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.18 |
| Parity: |
-0.95 |
| Time value: |
0.92 |
| Break-even: |
149.20 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.45 |
| Theta: |
-0.08 |
| Omega: |
6.33 |
| Rho: |
0.12 |
Quote data
| Open: |
0.850 |
| High: |
0.890 |
| Low: |
0.850 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.29% |
| 1 Month |
|
|
-16.35% |
| 3 Months |
|
|
-54.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.720 |
| 1M High / 1M Low: |
1.170 |
0.570 |
| 6M High / 6M Low: |
2.800 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.788 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.38% |
| Volatility 6M: |
|
129.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
