UniCredit Call 140 CHV 18.09.2024
/ DE000HD0NXM7
UniCredit Call 140 CHV 18.09.2024/ DE000HD0NXM7 /
| 2024-06-03 9:34:46 AM |
Chg.+0.03 |
Bid11:03:38 AM |
Ask11:03:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
+1.40% |
2.25
Bid Size: 6,000 |
2.28
Ask Size: 6,000 |
CHEVRON CORP. D... |
140.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0NXM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
0.95 |
| Time value: |
1.34 |
| Break-even: |
162.90 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
4.30 |
| Rho: |
0.22 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.79% |
| 1 Month |
|
|
+10.10% |
| 3 Months |
|
|
+25.29% |
| YTD |
|
|
+26.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.81 |
| 1M High / 1M Low: |
2.49 |
1.80 |
| 6M High / 6M Low: |
2.62 |
1.14 |
| High (YTD): |
2024-04-29 |
2.62 |
| Low (YTD): |
2024-01-23 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.39% |
| Volatility 6M: |
|
105.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
