UC WAR. CALL 01/25 FP3/ DE000HC69QP5 /
2024-06-28 9:40:43 PM | Chg.-0.1400 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3000EUR | -31.82% | 0.3100 Bid Size: 60,000 |
0.3200 Ask Size: 60,000 |
NextEra Energy Inc | 78.00 - | 2025-01-15 | Call |
Master data
WKN: | HC69QP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 78.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-04-25 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 20.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.19 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.27 |
Parity: | -1.19 |
Time value: | 0.32 |
Break-even: | 81.20 |
Moneyness: | 0.85 |
Premium: | 0.23 |
Premium p.a.: | 0.46 |
Spread abs.: | 0.01 |
Spread %: | 3.23% |
Delta: | 0.33 |
Theta: | -0.02 |
Omega: | 6.80 |
Rho: | 0.10 |
Quote data
Open: | 0.4400 |
---|---|
High: | 0.4400 |
Low: | 0.3000 |
Previous Close: | 0.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -25.00% | ||
---|---|---|---|
1 Month | -50.82% | ||
3 Months | +57.89% | ||
YTD | +25.00% | ||
1 Year | -58.90% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4400 | 0.3000 |
---|---|---|
1M High / 1M Low: | 0.7400 | 0.3000 |
6M High / 6M Low: | 0.7400 | 0.0730 |
High (YTD): | 2024-05-31 | 0.7400 |
Low (YTD): | 2024-02-28 | 0.0730 |
52W High: | 2023-07-21 | 0.8400 |
52W Low: | 2024-02-28 | 0.0730 |
Avg. price 1W: | 0.3940 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4909 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2698 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3336 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 252.90% | |
Volatility 6M: | 190.61% | |
Volatility 1Y: | 173.32% | |
Volatility 3Y: | - |