UniCredit Call 140 CHV 19.06.2024
/ DE000HD0NXL9
UniCredit Call 140 CHV 19.06.2024/ DE000HD0NXL9 /
| 06/05/2024 13:42:55 |
Chg.- |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
140.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD0NXL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
07/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.18 |
| Parity: |
0.97 |
| Time value: |
1.12 |
| Break-even: |
160.90 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.22 |
| Omega: |
4.70 |
| Rho: |
0.07 |
Quote data
| Open: |
1.95 |
| High: |
1.98 |
| Low: |
1.95 |
| Previous Close: |
1.79 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+19.28% |
| 3 Months |
|
|
+11.86% |
| YTD |
|
|
+31.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.47 |
1.66 |
| 6M High / 6M Low: |
2.47 |
0.90 |
| High (YTD): |
29/04/2024 |
2.47 |
| Low (YTD): |
23/01/2024 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.17% |
| Volatility 6M: |
|
128.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
