UC WAR. CALL 01/25 FP3/ DE000HC5RRZ2 /
| 11/09/2024 21:40:42 | Chg.+0.0600 | Bid21:58:22 | Ask21:58:22 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | +10.17% | 0.6600 Bid Size: 35,000 |
0.6700 Ask Size: 35,000 |
NextEra Energy Inc | 82.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC5RRZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 82.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 04/04/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.27 |
| Parity: | -0.73 |
| Time value: | 0.61 |
| Break-even: | 88.10 |
| Moneyness: | 0.91 |
| Premium: | 0.18 |
| Premium p.a.: | 0.61 |
| Spread abs.: | 0.01 |
| Spread %: | 1.67% |
| Delta: | 0.44 |
| Theta: | -0.04 |
| Omega: | 5.45 |
| Rho: | 0.09 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.6500 |
| Low: | 0.5700 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | +51.16% | ||
| 3 Months | +116.67% | ||
| YTD | +261.11% | ||
| 1 Year | +80.56% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 0.5900 | 0.3700 |
| 6M High / 6M Low: | 0.5900 | 0.0600 |
| High (YTD): | 10/09/2024 | 0.5900 |
| Low (YTD): | 04/03/2024 | 0.0510 |
| 52W High: | 10/09/2024 | 0.5900 |
| 52W Low: | 04/03/2024 | 0.0510 |
| Avg. price 1W: | 0.5180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4450 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3020 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2281 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 105.46% | |
| Volatility 6M: | 214.04% | |
| Volatility 1Y: | 198.28% | |
| Volatility 3Y: | - |
