UC WAR. CALL 01/25 FP3/ DE000HC6RJ42 /
| 2024-08-06 11:42:14 AM | Chg.+0.0200 | Bid1:07:26 PM | Ask1:07:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5900EUR | +3.51% | 0.5700 Bid Size: 25,000 |
0.5800 Ask Size: 25,000 |
NextEra Energy Inc | 79.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC6RJ4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 79.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-05-16 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.28 |
| Parity: | -0.90 |
| Time value: | 0.58 |
| Break-even: | 84.80 |
| Moneyness: | 0.89 |
| Premium: | 0.21 |
| Premium p.a.: | 0.54 |
| Spread abs.: | 0.01 |
| Spread %: | 1.75% |
| Delta: | 0.43 |
| Theta: | -0.03 |
| Omega: | 5.18 |
| Rho: | 0.11 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.6000 |
| Low: | 0.5800 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +55.26% | ||
|---|---|---|---|
| 1 Month | +84.38% | ||
| 3 Months | +78.79% | ||
| YTD | +156.52% | ||
| 1 Year | +7.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6300 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.2900 |
| 6M High / 6M Low: | 0.6900 | 0.0670 |
| High (YTD): | 2024-05-31 | 0.6900 |
| Low (YTD): | 2024-03-04 | 0.0670 |
| 52W High: | 2024-05-31 | 0.6900 |
| 52W Low: | 2024-03-04 | 0.0670 |
| Avg. price 1W: | 0.5260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3971 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2916 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2790 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 271.43% | |
| Volatility 6M: | 201.23% | |
| Volatility 1Y: | 182.62% | |
| Volatility 3Y: | - |
