UC WAR. CALL 01/25 CHV/ DE000UG1H4Z0 /
| 09/01/2025 13:40:44 | Chg.+0.0600 | Bid17:02:28 | Ask15:21:14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | +9.68% | 0.7200 Bid Size: 8,000 |
- Ask Size: 5,000 |
Chevron Corporation | 144.00 USD | 15/01/2025 | Call |
Master data
| WKN: | UG1H4Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 144.00 USD |
| Maturity: | 15/01/2025 |
| Issue date: | 23/12/2024 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 22.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.61 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.18 |
| Parity: | 0.61 |
| Time value: | 0.05 |
| Break-even: | 146.22 |
| Moneyness: | 1.04 |
| Premium: | 0.00 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.01 |
| Spread %: | 1.54% |
| Delta: | 0.86 |
| Theta: | -0.12 |
| Omega: | 19.01 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6100 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +61.90% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | +134.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | 08/01/2025 | 0.6200 |
| Low (YTD): | 06/01/2025 | 0.4100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5080 | |
| Avg. volume 1W: | 0.0000 | |
| 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: | - |