UC WAR. CALL 01/25 FP3/ DE000HC3RV80 /
9/11/2024 9:42:06 PM | Chg.+0.0900 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4100EUR | +6.82% | 1.4300 Bid Size: 25,000 |
1.4400 Ask Size: 25,000 |
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: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.53 |
Leverage: | Yes |
Calculated values
Fair value: | 0.79 |
---|---|
Intrinsic value: | 0.47 |
Implied volatility: | 0.63 |
Historic volatility: | 0.27 |
Parity: | 0.47 |
Time value: | 0.88 |
Break-even: | 83.50 |
Moneyness: | 1.07 |
Premium: | 0.12 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.01 |
Spread %: | 0.75% |
Delta: | 0.65 |
Theta: | -0.04 |
Omega: | 3.61 |
Rho: | 0.12 |
Quote data
Open: | 1.3000 |
---|---|
High: | 1.4100 |
Low: | 1.3000 |
Previous Close: | 1.3200 |
Turnover: | 278 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.57% | ||
---|---|---|---|
1 Month | +36.89% | ||
3 Months | +80.77% | ||
YTD | +235.71% | ||
1 Year | +85.53% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3200 | 1.1700 |
---|---|---|
1M High / 1M Low: | 1.3200 | 0.9700 |
6M High / 6M Low: | 1.3200 | 0.1900 |
High (YTD): | 9/10/2024 | 1.3200 |
Low (YTD): | 3/4/2024 | 0.1600 |
52W High: | 9/10/2024 | 1.3200 |
52W Low: | 3/4/2024 | 0.1600 |
Avg. price 1W: | 1.2240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1077 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7581 | |
Avg. volume 6M: | 48.8837 | |
Avg. price 1Y: | 0.5585 | |
Avg. volume 1Y: | 24.6328 | |
Volatility 1M: | 63.12% | |
Volatility 6M: | 158.62% | |
Volatility 1Y: | 162.57% | |
Volatility 3Y: | - |