UC WAR. CALL 01/25 FP3/ DE000HC6G3Z4 /
| 9/11/2024 9:40:50 PM | Chg.+0.0800 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | +8.70% | 1.0000 Bid Size: 30,000 |
1.0100 Ask Size: 30,000 |
NextEra Energy Inc | 76.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC6G3Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 76.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 5/4/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.27 |
| Parity: | -0.13 |
| Time value: | 0.94 |
| Break-even: | 85.40 |
| Moneyness: | 0.98 |
| Premium: | 0.14 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.01 |
| Spread %: | 1.08% |
| Delta: | 0.56 |
| Theta: | -0.04 |
| Omega: | 4.43 |
| Rho: | 0.11 |
Quote data
| Open: | 0.8900 |
|---|---|
| High: | 1.0000 |
| Low: | 0.8900 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.48% | ||
|---|---|---|---|
| 1 Month | +44.93% | ||
| 3 Months | +100.00% | ||
| YTD | +257.14% | ||
| 1 Year | +88.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.7800 |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.6200 |
| 6M High / 6M Low: | 0.9200 | 0.1100 |
| High (YTD): | 9/10/2024 | 0.9200 |
| Low (YTD): | 2/28/2024 | 0.0880 |
| 52W High: | 9/10/2024 | 0.9200 |
| 52W Low: | 2/28/2024 | 0.0880 |
| Avg. price 1W: | 0.8300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7327 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4910 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3642 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 86.38% | |
| Volatility 6M: | 181.13% | |
| Volatility 1Y: | 176.42% | |
| Volatility 3Y: | - |
