UC WAR. CALL 01/25 FP3/ DE000HC6G3Z4 /
| 2024-10-11 9:40:02 PM | Chg.+0.0200 | Bid9:55:27 PM | Ask9:55:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | +2.50% | 0.8200 Bid Size: 35,000 |
0.8400 Ask Size: 35,000 |
NextEra Energy Inc | 76.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC6G3Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 76.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-05-04 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.24 |
| Parity: | -0.11 |
| Time value: | 0.84 |
| Break-even: | 84.40 |
| Moneyness: | 0.98 |
| Premium: | 0.13 |
| Premium p.a.: | 0.59 |
| Spread abs.: | 0.02 |
| Spread %: | 2.44% |
| Delta: | 0.55 |
| Theta: | -0.05 |
| Omega: | 4.89 |
| Rho: | 0.09 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7600 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.00% | ||
|---|---|---|---|
| 1 Month | -21.90% | ||
| 3 Months | +32.26% | ||
| YTD | +192.86% | ||
| 1 Year | +256.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.7800 |
|---|---|---|
| 1M High / 1M Low: | 1.1000 | 0.7800 |
| 6M High / 6M Low: | 1.1000 | 0.1800 |
| High (YTD): | 2024-10-01 | 1.1000 |
| Low (YTD): | 2024-02-28 | 0.0880 |
| 52W High: | 2024-10-01 | 1.1000 |
| 52W Low: | 2024-02-28 | 0.0880 |
| Avg. price 1W: | 0.7980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9624 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6290 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4190 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 127.18% | |
| Volatility 6M: | 170.03% | |
| Volatility 1Y: | 163.64% | |
| Volatility 3Y: | - |
