UC WAR. CALL 01/25 FP3/ DE000HC6B4N3 /
| 9/11/2024 9:40:00 PM | Chg.+0.0800 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | +8.16% | 1.0600 Bid Size: 25,000 |
1.0700 Ask Size: 25,000 |
NextEra Energy Inc | 75.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC6B4N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 4/27/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.27 |
| Parity: | -0.03 |
| Time value: | 1.00 |
| Break-even: | 85.00 |
| Moneyness: | 1.00 |
| Premium: | 0.14 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.01 |
| Spread %: | 1.01% |
| Delta: | 0.57 |
| Theta: | -0.04 |
| Omega: | 4.29 |
| Rho: | 0.11 |
Quote data
| Open: | 0.9600 |
|---|---|
| High: | 1.0600 |
| Low: | 0.9600 |
| Previous Close: | 0.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.10% | ||
|---|---|---|---|
| 1 Month | +43.24% | ||
| 3 Months | +96.30% | ||
| YTD | +253.33% | ||
| 1 Year | +89.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9800 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 0.9800 | 0.6800 |
| 6M High / 6M Low: | 0.9800 | 0.1200 |
| High (YTD): | 9/10/2024 | 0.9800 |
| Low (YTD): | 2/28/2024 | 0.0970 |
| 52W High: | 9/10/2024 | 0.9800 |
| 52W Low: | 2/28/2024 | 0.0970 |
| Avg. price 1W: | 0.8900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7909 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5303 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3926 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 77.78% | |
| Volatility 6M: | 180.33% | |
| Volatility 1Y: | 175.87% | |
| Volatility 3Y: | - |
