UC WAR. CALL 01/25 FP3/ DE000HC6B4N3 /
| 11/15/2024 9:42:37 PM | Chg.+0.0400 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | +11.11% | 0.3900 Bid Size: 45,000 |
0.4100 Ask Size: 45,000 |
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: | 17.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.24 |
| Parity: | -0.25 |
| Time value: | 0.41 |
| Break-even: | 79.10 |
| Moneyness: | 0.97 |
| Premium: | 0.09 |
| Premium p.a.: | 0.70 |
| Spread abs.: | 0.02 |
| Spread %: | 5.13% |
| Delta: | 0.47 |
| Theta: | -0.04 |
| Omega: | 8.29 |
| Rho: | 0.05 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3200 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.26% | ||
|---|---|---|---|
| 1 Month | -61.54% | ||
| 3 Months | -44.44% | ||
| YTD | +33.33% | ||
| 1 Year | +81.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 1.0700 | 0.2700 |
| 6M High / 6M Low: | 1.1700 | 0.2700 |
| High (YTD): | 10/1/2024 | 1.1700 |
| Low (YTD): | 2/28/2024 | 0.0970 |
| 52W High: | 10/1/2024 | 1.1700 |
| 52W Low: | 2/28/2024 | 0.0970 |
| Avg. price 1W: | 0.3400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6352 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7258 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4966 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 290.45% | |
| Volatility 6M: | 191.63% | |
| Volatility 1Y: | 175.94% | |
| Volatility 3Y: | - |
