UC WAR. CALL 01/25 FP3/ DE000HC6MBW2 /
8/6/2024 9:41:24 PM | Chg.+0.0100 | Bid9:58:53 PM | Ask9:58:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8700EUR | +1.16% | 0.8300 Bid Size: 35,000 |
0.8400 Ask Size: 35,000 |
NextEra Energy Inc | 73.00 - | 1/15/2025 | Call |
Master data
WKN: | HC6MBW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 73.00 - |
Maturity: | 1/15/2025 |
Issue date: | 5/11/2023 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.14 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.51 |
Historic volatility: | 0.28 |
Parity: | -0.30 |
Time value: | 0.86 |
Break-even: | 81.60 |
Moneyness: | 0.96 |
Premium: | 0.17 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.01 |
Spread %: | 1.18% |
Delta: | 0.54 |
Theta: | -0.03 |
Omega: | 4.37 |
Rho: | 0.13 |
Quote data
Open: | 0.8700 |
---|---|
High: | 0.9200 |
Low: | 0.8700 |
Previous Close: | 0.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +40.32% | ||
---|---|---|---|
1 Month | +61.11% | ||
3 Months | +61.11% | ||
YTD | +155.88% | ||
1 Year | +16.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9400 | 0.6200 |
---|---|---|
1M High / 1M Low: | 0.9400 | 0.4800 |
6M High / 6M Low: | 1.0000 | 0.1200 |
High (YTD): | 5/31/2024 | 1.0000 |
Low (YTD): | 3/4/2024 | 0.1200 |
52W High: | 5/31/2024 | 1.0000 |
52W Low: | 3/4/2024 | 0.1200 |
Avg. price 1W: | 0.8100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6395 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4672 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4293 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 237.58% | |
Volatility 6M: | 179.57% | |
Volatility 1Y: | 167.07% | |
Volatility 3Y: | - |