UC WAR. CALL 01/25 FP3/ DE000HC69QP5 /
| 7/17/2024 9:40:25 AM | Chg.0.0000 | Bid10:05:17 AM | Ask10:05:17 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | 0.00% | 0.3400 Bid Size: 30,000 |
0.3600 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: | 18.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.27 |
| Parity: | -1.20 |
| Time value: | 0.35 |
| Break-even: | 81.50 |
| Moneyness: | 0.85 |
| Premium: | 0.24 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.01 |
| Spread %: | 2.94% |
| Delta: | 0.34 |
| Theta: | -0.02 |
| Omega: | 6.38 |
| Rho: | 0.09 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3500 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.78% | ||
|---|---|---|---|
| 1 Month | -16.67% | ||
| 3 Months | +94.44% | ||
| YTD | +45.83% | ||
| 1 Year | -50.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.2800 |
| 6M High / 6M Low: | 0.7400 | 0.0730 |
| High (YTD): | 5/31/2024 | 0.7400 |
| Low (YTD): | 2/28/2024 | 0.0730 |
| 52W High: | 7/21/2023 | 0.8400 |
| 52W Low: | 2/28/2024 | 0.0730 |
| Avg. price 1W: | 0.4060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3686 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2811 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3159 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 278.93% | |
| Volatility 6M: | 198.30% | |
| Volatility 1Y: | 179.80% | |
| Volatility 3Y: | - |
