UC WAR. CALL 01/25 FP3/ DE000HC69QP5 /
15/08/2024 21:41:40 | Chg.-0.0400 | Bid21:59:23 | Ask21:59:23 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5300EUR | -7.02% | 0.5100 Bid Size: 40,000 |
0.5200 Ask Size: 40,000 |
NextEra Energy Inc | 78.00 - | 15/01/2025 | Call |
Master data
WKN: | HC69QP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 78.00 - |
Maturity: | 15/01/2025 |
Issue date: | 25/04/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.43 |
Leverage: | Yes |
Calculated values
Fair value: | 0.27 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.44 |
Historic volatility: | 0.27 |
Parity: | -0.72 |
Time value: | 0.57 |
Break-even: | 83.70 |
Moneyness: | 0.91 |
Premium: | 0.18 |
Premium p.a.: | 0.49 |
Spread abs.: | 0.01 |
Spread %: | 1.79% |
Delta: | 0.44 |
Theta: | -0.03 |
Omega: | 5.51 |
Rho: | 0.11 |
Quote data
Open: | 0.5600 |
---|---|
High: | 0.5700 |
Low: | 0.5200 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.17% | ||
---|---|---|---|
1 Month | +51.43% | ||
3 Months | -13.11% | ||
YTD | +120.83% | ||
1 Year | -1.85% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5900 | 0.5300 |
---|---|---|
1M High / 1M Low: | 0.6700 | 0.3100 |
6M High / 6M Low: | 0.7400 | 0.0730 |
High (YTD): | 31/05/2024 | 0.7400 |
Low (YTD): | 28/02/2024 | 0.0730 |
52W High: | 31/05/2024 | 0.7400 |
52W Low: | 28/02/2024 | 0.0730 |
Avg. price 1W: | 0.5640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4939 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3464 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3017 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 195.49% | |
Volatility 6M: | 204.42% | |
Volatility 1Y: | 186.41% | |
Volatility 3Y: | - |