UC WAR. CALL 01/25 FP3/ DE000HC6G3X9 /
| 10/11/2024 9:41:36 PM | Chg.+0.0300 | Bid9:57:38 PM | Ask9:57:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | +2.65% | 1.1700 Bid Size: 30,000 |
1.1900 Ask Size: 30,000 |
NextEra Energy Inc | 71.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC6G3X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 71.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 5/4/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.39 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.24 |
| Parity: | 0.39 |
| Time value: | 0.80 |
| Break-even: | 82.90 |
| Moneyness: | 1.05 |
| Premium: | 0.11 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.02 |
| Spread %: | 1.71% |
| Delta: | 0.64 |
| Theta: | -0.05 |
| Omega: | 4.01 |
| Rho: | 0.09 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.1600 |
| Low: | 1.0900 |
| Previous Close: | 1.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.71% | ||
|---|---|---|---|
| 1 Month | -17.73% | ||
| 3 Months | +31.82% | ||
| YTD | +197.44% | ||
| 1 Year | +274.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1600 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 1.4700 | 1.1000 |
| 6M High / 6M Low: | 1.4700 | 0.2800 |
| High (YTD): | 10/1/2024 | 1.4700 |
| Low (YTD): | 3/4/2024 | 0.1500 |
| 52W High: | 10/1/2024 | 1.4700 |
| 52W Low: | 3/4/2024 | 0.1500 |
| Avg. price 1W: | 1.1240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3143 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8899 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5973 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 104.13% | |
| Volatility 6M: | 151.02% | |
| Volatility 1Y: | 148.86% | |
| Volatility 3Y: | - |
