UC WAR. CALL 01/25 FP3/ DE000HC5RRZ2 /
| 06/08/2024 21:40:49 | Chg.0.0000 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | 0.00% | 0.4200 Bid Size: 50,000 |
0.4300 Ask Size: 50,000 |
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: | 15.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.28 |
| Parity: | -1.20 |
| Time value: | 0.46 |
| Break-even: | 86.60 |
| Moneyness: | 0.85 |
| Premium: | 0.24 |
| Premium p.a.: | 0.61 |
| Spread abs.: | 0.01 |
| Spread %: | 2.22% |
| Delta: | 0.37 |
| Theta: | -0.03 |
| Omega: | 5.67 |
| Rho: | 0.10 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4500 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +55.17% | ||
|---|---|---|---|
| 1 Month | +87.50% | ||
| 3 Months | +73.08% | ||
| YTD | +150.00% | ||
| 1 Year | -2.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.2200 |
| 6M High / 6M Low: | 0.5700 | 0.0510 |
| High (YTD): | 31/05/2024 | 0.5700 |
| Low (YTD): | 04/03/2024 | 0.0510 |
| 52W High: | 31/05/2024 | 0.5700 |
| 52W Low: | 04/03/2024 | 0.0510 |
| Avg. price 1W: | 0.4120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3067 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2273 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2227 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 285.92% | |
| Volatility 6M: | 218.72% | |
| Volatility 1Y: | 197.24% | |
| Volatility 3Y: | - |
