UniCredit Call 150 CHV 18.12.2024
/ DE000HC8HEP6
UniCredit Call 150 CHV 18.12.2024/ DE000HC8HEP6 /
| 2024-05-27 7:38:31 PM |
Chg.+0.040 |
Bid9:40:17 PM |
Ask9:40:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+2.82% |
1.460
Bid Size: 8,000 |
1.490
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: |
1.410 |
| High: |
1.460 |
| Low: |
1.360 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.05% |
| 1 Month |
|
|
-27.36% |
| 3 Months |
|
|
+12.31% |
| YTD |
|
|
+4.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.400 |
| 1M High / 1M Low: |
2.100 |
1.400 |
| 6M High / 6M Low: |
2.100 |
0.930 |
| High (YTD): |
2024-04-29 |
2.100 |
| Low (YTD): |
2024-01-23 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.438 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.39% |
| Volatility 6M: |
|
103.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
