UC WAR. CALL 01/25 FP3/ DE000HC6B4N3 /
11/10/2024 21:40:54 | Chg.+0.0200 | Bid21:59:22 | Ask21:59:22 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8800EUR | +2.33% | 0.8900 Bid Size: 35,000 |
0.9100 Ask Size: 35,000 |
NextEra Energy Inc | 75.00 - | 15/01/2025 | Call |
Master data
WKN: | HC6B4N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 15/01/2025 |
Issue date: | 27/04/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.23 |
Leverage: | Yes |
Calculated values
Fair value: | 0.39 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.59 |
Historic volatility: | 0.24 |
Parity: | -0.01 |
Time value: | 0.91 |
Break-even: | 84.10 |
Moneyness: | 1.00 |
Premium: | 0.12 |
Premium p.a.: | 0.56 |
Spread abs.: | 0.02 |
Spread %: | 2.25% |
Delta: | 0.57 |
Theta: | -0.05 |
Omega: | 4.67 |
Rho: | 0.09 |
Quote data
Open: | 0.8200 |
---|---|
High: | 0.8800 |
Low: | 0.8200 |
Previous Close: | 0.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.53% | ||
---|---|---|---|
1 Month | -21.43% | ||
3 Months | +33.33% | ||
YTD | +193.33% | ||
1 Year | +266.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8800 | 0.8400 |
---|---|---|
1M High / 1M Low: | 1.1700 | 0.8400 |
6M High / 6M Low: | 1.1700 | 0.2000 |
High (YTD): | 01/10/2024 | 1.1700 |
Low (YTD): | 28/02/2024 | 0.0970 |
52W High: | 01/10/2024 | 1.1700 |
52W Low: | 28/02/2024 | 0.0970 |
Avg. price 1W: | 0.8580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0245 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6767 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4520 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 123.40% | |
Volatility 6M: | 166.74% | |
Volatility 1Y: | 164.85% | |
Volatility 3Y: | - |