UC WAR. CALL 01/25 FP3/ DE000HC5RRZ2 /
| 7/11/2024 9:41:37 AM | Chg.0.0000 | Bid11:17:14 AM | Ask11:17:14 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2500EUR | 0.00% | 0.2300 Bid Size: 30,000 |
0.2500 Ask Size: 30,000 |
NextEra Energy Inc | 82.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC5RRZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 82.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 4/4/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.27 |
| Parity: | -1.47 |
| Time value: | 0.26 |
| Break-even: | 84.60 |
| Moneyness: | 0.82 |
| Premium: | 0.26 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.01 |
| Spread %: | 4.00% |
| Delta: | 0.28 |
| Theta: | -0.02 |
| Omega: | 7.24 |
| Rho: | 0.08 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2500 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.70% | ||
|---|---|---|---|
| 1 Month | -16.67% | ||
| 3 Months | +78.57% | ||
| YTD | +38.89% | ||
| 1 Year | -52.83% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.2000 |
| 6M High / 6M Low: | 0.5700 | 0.0510 |
| High (YTD): | 5/31/2024 | 0.5700 |
| Low (YTD): | 3/4/2024 | 0.0510 |
| 52W High: | 7/21/2023 | 0.6800 |
| 52W Low: | 3/4/2024 | 0.0510 |
| Avg. price 1W: | 0.2400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2595 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1976 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2420 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 233.59% | |
| Volatility 6M: | 198.57% | |
| Volatility 1Y: | 182.41% | |
| Volatility 3Y: | - |
