UC WAR. CALL 12/26 CHV/ DE000UG1RAY9 /
| 10/01/2025 08:02:38 | Chg.-0.0300 | Bid08:43:14 | Ask08:43:14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -10.34% | 0.2600 Bid Size: 10,000 |
0.3400 Ask Size: 10,000 |
Chevron Corporation | 220.00 USD | 16/12/2026 | Call |
Master data
| WKN: | UG1RAY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Chevron Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 USD |
| Maturity: | 16/12/2026 |
| Issue date: | 07/01/2025 |
| Last trading day: | 15/12/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 52.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | -6.76 |
| Time value: | 0.28 |
| Break-even: | 216.12 |
| Moneyness: | 0.68 |
| Premium: | 0.48 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.02 |
| Spread %: | 7.69% |
| Delta: | 0.15 |
| Theta: | -0.01 |
| Omega: | 7.82 |
| Rho: | 0.37 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2600 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | - | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| 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: | - |