UC WAR. CALL 01/25 FP3/ DE000HC6MBV4 /
11/09/2024 21:41:24 | Chg.+0.0900 | Bid21:57:33 | Ask21:57:33 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4900EUR | +6.43% | 1.5000 Bid Size: 25,000 |
1.5100 Ask Size: 25,000 |
NextEra Energy Inc | 69.00 - | 15/01/2025 | Call |
Master data
WKN: | HC6MBV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 69.00 - |
Maturity: | 15/01/2025 |
Issue date: | 11/05/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.26 |
Leverage: | Yes |
Calculated values
Fair value: | 0.85 |
---|---|
Intrinsic value: | 0.57 |
Implied volatility: | 0.64 |
Historic volatility: | 0.27 |
Parity: | 0.57 |
Time value: | 0.85 |
Break-even: | 83.20 |
Moneyness: | 1.08 |
Premium: | 0.11 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.01 |
Spread %: | 0.71% |
Delta: | 0.67 |
Theta: | -0.04 |
Omega: | 3.51 |
Rho: | 0.12 |
Quote data
Open: | 1.3700 |
---|---|
High: | 1.4900 |
Low: | 1.3700 |
Previous Close: | 1.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.50% | ||
---|---|---|---|
1 Month | +35.45% | ||
3 Months | +77.38% | ||
YTD | +231.11% | ||
1 Year | +86.25% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4000 | 1.2400 |
---|---|---|
1M High / 1M Low: | 1.4000 | 1.0400 |
6M High / 6M Low: | 1.4000 | 0.2200 |
High (YTD): | 10/09/2024 | 1.4000 |
Low (YTD): | 04/03/2024 | 0.1800 |
52W High: | 10/09/2024 | 1.4000 |
52W Low: | 04/03/2024 | 0.1800 |
Avg. price 1W: | 1.2980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1782 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8116 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.5990 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 62.18% | |
Volatility 6M: | 147.98% | |
Volatility 1Y: | 153.45% | |
Volatility 3Y: | - |