UC WAR. CALL 01/25 FP3/ DE000HC6MBW2 /
2024-07-10 9:40:28 PM | Chg.+0.0100 | Bid9:53:25 PM | Ask9:53:25 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5500EUR | +1.85% | 0.5600 Bid Size: 40,000 |
0.5700 Ask Size: 40,000 |
NextEra Energy Inc | 73.00 - | 2025-01-15 | Call |
Master data
WKN: | HC6MBW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 73.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-05-11 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.82 |
Leverage: | Yes |
Calculated values
Fair value: | 0.32 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.27 |
Parity: | -0.63 |
Time value: | 0.52 |
Break-even: | 78.20 |
Moneyness: | 0.91 |
Premium: | 0.17 |
Premium p.a.: | 0.36 |
Spread abs.: | 0.01 |
Spread %: | 1.96% |
Delta: | 0.45 |
Theta: | -0.02 |
Omega: | 5.74 |
Rho: | 0.13 |
Quote data
Open: | 0.5300 |
---|---|
High: | 0.5500 |
Low: | 0.5000 |
Previous Close: | 0.5400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.77% | ||
---|---|---|---|
1 Month | -12.70% | ||
3 Months | +77.42% | ||
YTD | +61.76% | ||
1 Year | -37.50% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5500 | 0.5200 |
---|---|---|
1M High / 1M Low: | 0.6600 | 0.4400 |
6M High / 6M Low: | 1.0000 | 0.1200 |
High (YTD): | 2024-05-31 | 1.0000 |
Low (YTD): | 2024-03-04 | 0.1200 |
52W High: | 2023-07-21 | 1.0900 |
52W Low: | 2024-03-04 | 0.1200 |
Avg. price 1W: | 0.5360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5586 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4062 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4506 | |
Avg. volume 1Y: | .4375 | |
Volatility 1M: | 199.29% | |
Volatility 6M: | 163.10% | |
Volatility 1Y: | 155.30% | |
Volatility 3Y: | - |