UC WAR. CALL 01/25 FP3/ DE000HC69QP5 /
| 9/11/2024 9:41:42 PM | Chg.+0.0700 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8700EUR | +8.75% | 0.8700 Bid Size: 30,000 |
0.8800 Ask Size: 30,000 |
NextEra Energy Inc | 78.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC69QP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 78.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 4/25/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.27 |
| Parity: | -0.33 |
| Time value: | 0.82 |
| Break-even: | 86.20 |
| Moneyness: | 0.96 |
| Premium: | 0.15 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.01 |
| Spread %: | 1.23% |
| Delta: | 0.52 |
| Theta: | -0.04 |
| Omega: | 4.75 |
| Rho: | 0.11 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.8700 |
| Low: | 0.7800 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.83% | ||
|---|---|---|---|
| 1 Month | +47.46% | ||
| 3 Months | +107.14% | ||
| YTD | +262.50% | ||
| 1 Year | +85.11% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8000 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.8000 | 0.5300 |
| 6M High / 6M Low: | 0.8000 | 0.0880 |
| High (YTD): | 9/10/2024 | 0.8000 |
| Low (YTD): | 2/28/2024 | 0.0730 |
| 52W High: | 9/10/2024 | 0.8000 |
| 52W Low: | 2/28/2024 | 0.0730 |
| Avg. price 1W: | 0.7180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6273 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4200 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3126 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 94.57% | |
| Volatility 6M: | 198.25% | |
| Volatility 1Y: | 187.43% | |
| Volatility 3Y: | - |
