UC WAR. CALL 01/25 FP3/ DE000HC6G3Z4 /
10/11/2024 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 - | 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: | 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 | +3.80% | ||
---|---|---|---|
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): | 10/1/2024 | 1.1000 |
Low (YTD): | 2/28/2024 | 0.0880 |
52W High: | 10/1/2024 | 1.1000 |
52W Low: | 2/28/2024 | 0.0880 |
Avg. price 1W: | 0.7980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9580 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6290 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4197 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 130.62% | |
Volatility 6M: | 170.03% | |
Volatility 1Y: | 163.87% | |
Volatility 3Y: | - |