UC WAR. CALL 01/25 FP3/ DE000HC6G3Z4 /
| 11/18/2024 8:00:27 AM | Chg.-0.0100 | Bid8:41:16 AM | Ask8:41:16 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | -2.86% | 0.3200 Bid Size: 10,000 |
0.3500 Ask Size: 10,000 |
NextEra Energy Inc | 76.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC6G3Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 76.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 5/4/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 19.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.24 |
| Parity: | -0.35 |
| Time value: | 0.37 |
| Break-even: | 79.70 |
| Moneyness: | 0.95 |
| Premium: | 0.10 |
| Premium p.a.: | 0.78 |
| Spread abs.: | 0.02 |
| Spread %: | 5.71% |
| Delta: | 0.44 |
| Theta: | -0.04 |
| Omega: | 8.59 |
| Rho: | 0.05 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3400 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -64.58% | ||
| 3 Months | -49.25% | ||
| YTD | +21.43% | ||
| 1 Year | +61.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.2400 |
| 6M High / 6M Low: | 1.1000 | 0.2400 |
| High (YTD): | 10/1/2024 | 1.1000 |
| Low (YTD): | 2/28/2024 | 0.0880 |
| 52W High: | 10/1/2024 | 1.1000 |
| 52W Low: | 2/28/2024 | 0.0880 |
| Avg. price 1W: | 0.2980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5767 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6729 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4599 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 311.54% | |
| Volatility 6M: | 198.81% | |
| Volatility 1Y: | 177.69% | |
| Volatility 3Y: | - |
