UC WAR. CALL 01/25 FP3/ DE000HC6RJ42 /
| 15/11/2024 21:40:54 | Chg.+0.0300 | Bid21:50:45 | Ask21:50:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | +15.00% | 0.2200 Bid Size: 70,000 |
0.2400 Ask Size: 70,000 |
NextEra Energy Inc | 79.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC6RJ4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 79.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 16/05/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 30.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.24 |
| Parity: | -0.65 |
| Time value: | 0.24 |
| Break-even: | 81.40 |
| Moneyness: | 0.92 |
| Premium: | 0.12 |
| Premium p.a.: | 1.02 |
| Spread abs.: | 0.02 |
| Spread %: | 9.09% |
| Delta: | 0.34 |
| Theta: | -0.04 |
| Omega: | 10.20 |
| Rho: | 0.04 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.2300 |
| Low: | 0.1700 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.55% | ||
|---|---|---|---|
| 1 Month | -70.13% | ||
| 3 Months | -55.77% | ||
| YTD | 0.00% | ||
| 1 Year | +35.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.1400 |
| 6M High / 6M Low: | 0.9000 | 0.1400 |
| High (YTD): | 01/10/2024 | 0.9000 |
| Low (YTD): | 04/03/2024 | 0.0670 |
| 52W High: | 01/10/2024 | 0.9000 |
| 52W Low: | 04/03/2024 | 0.0670 |
| Avg. price 1W: | 0.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4271 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5304 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3627 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 349.36% | |
| Volatility 6M: | 216.81% | |
| Volatility 1Y: | 189.89% | |
| Volatility 3Y: | - |
