UC WAR. CALL 12/26 CHV/ DE000UG1RAY9 /
| 1/24/2025 9:41:09 PM | Chg.+0.0100 | Bid9:42:27 PM | Ask9:42:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | +3.57% | 0.2700 Bid Size: 20,000 |
0.3000 Ask Size: 20,000 |
Chevron Corporation | 220.00 USD | 12/16/2026 | Call |
Master data
| WKN: | UG1RAY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 USD |
| Maturity: | 12/16/2026 |
| Issue date: | 1/7/2025 |
| Last trading day: | 12/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 49.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | -6.13 |
| Time value: | 0.30 |
| Break-even: | 212.63 |
| Moneyness: | 0.71 |
| Premium: | 0.43 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 11.11% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 8.05 |
| Rho: | 0.40 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2200 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.27% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3400 | |
| Avg. volume 1W: | 2,996.2000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |