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: | - |