UC WAR. CALL 01/25 FP3/ DE000HC6G3X9 /
| 9/11/2024 9:41:32 PM | Chg.+0.1000 | Bid9:57:21 PM | Ask9:57:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3500EUR | +8.00% | 1.3500 Bid Size: 25,000 |
1.3600 Ask Size: 25,000 |
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: | 5.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.37 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.27 |
| Parity: | 0.37 |
| Time value: | 0.90 |
| Break-even: | 83.70 |
| Moneyness: | 1.05 |
| Premium: | 0.12 |
| Premium p.a.: | 0.39 |
| Spread abs.: | 0.01 |
| Spread %: | 0.79% |
| Delta: | 0.64 |
| Theta: | -0.04 |
| Omega: | 3.75 |
| Rho: | 0.12 |
Quote data
| Open: | 1.2300 |
|---|---|
| High: | 1.3500 |
| Low: | 1.2300 |
| Previous Close: | 1.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.39% | ||
|---|---|---|---|
| 1 Month | +39.18% | ||
| 3 Months | +84.93% | ||
| YTD | +246.15% | ||
| 1 Year | +87.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.9100 |
| 6M High / 6M Low: | 1.2500 | 0.1800 |
| High (YTD): | 9/10/2024 | 1.2500 |
| Low (YTD): | 3/4/2024 | 0.1500 |
| 52W High: | 9/10/2024 | 1.2500 |
| 52W Low: | 3/4/2024 | 0.1500 |
| Avg. price 1W: | 1.1540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7086 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5228 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 66.30% | |
| Volatility 6M: | 160.14% | |
| Volatility 1Y: | 160.11% | |
| Volatility 3Y: | - |
