UC WAR. CALL 01/25 FP3/ DE000HC3RV80 /
| 10/21/2024 11:40:58 AM | Chg.- | Bid1:00:11 PM | Ask10/21/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4400EUR | - | 1.4500 Bid Size: 14,000 |
- Ask Size: 12,000 |
NextEra Energy Inc | 70.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC3RV8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 2/2/2023 |
| Last trading day: | 10/21/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 1.16 |
| Historic volatility: | 0.24 |
| Parity: | 0.25 |
| Time value: | 1.22 |
| Break-even: | 84.70 |
| Moneyness: | 1.04 |
| Premium: | 0.17 |
| Premium p.a.: | 1.57 |
| Spread abs.: | 0.07 |
| Spread %: | 5.00% |
| Delta: | 0.63 |
| Theta: | -0.11 |
| Omega: | 3.09 |
| Rho: | 0.05 |
Quote data
| Open: | 1.4200 |
|---|---|
| High: | 1.4400 |
| Low: | 1.4200 |
| Previous Close: | 1.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +1.41% | ||
| 3 Months | +39.81% | ||
| YTD | +242.86% | ||
| 1 Year | +364.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.4400 | 1.4200 |
| 6M High / 6M Low: | 1.5500 | 0.5700 |
| High (YTD): | 10/1/2024 | 1.5500 |
| Low (YTD): | 3/4/2024 | 0.1600 |
| 52W High: | 10/1/2024 | 1.5500 |
| 52W Low: | 3/4/2024 | 0.1600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.4300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0426 | |
| Avg. volume 6M: | 30.2072 | |
| Avg. price 1Y: | 0.6902 | |
| Avg. volume 1Y: | 27.6851 | |
| Volatility 1M: | - | |
| Volatility 6M: | 144.92% | |
| Volatility 1Y: | 146.06% | |
| Volatility 3Y: | - |
