UC WAR. CALL 01/25 FP3/ DE000HC6RJ59 /
| 11/10/2024 21:40:47 | Chg.0.0000 | Bid21:55:28 | Ask21:55:28 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | 0.00% | 0.4000 Bid Size: 50,000 |
0.4200 Ask Size: 50,000 |
NextEra Energy Inc | 84.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC6RJ5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 84.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 16/05/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.24 |
| Parity: | -0.91 |
| Time value: | 0.42 |
| Break-even: | 88.20 |
| Moneyness: | 0.89 |
| Premium: | 0.18 |
| Premium p.a.: | 0.88 |
| Spread abs.: | 0.02 |
| Spread %: | 5.00% |
| Delta: | 0.38 |
| Theta: | -0.04 |
| Omega: | 6.72 |
| Rho: | 0.06 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3600 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.53% | ||
|---|---|---|---|
| 1 Month | -32.20% | ||
| 3 Months | +25.00% | ||
| YTD | +150.00% | ||
| 1 Year | +185.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.3900 |
| 6M High / 6M Low: | 0.6100 | 0.0840 |
| High (YTD): | 01/10/2024 | 0.6100 |
| Low (YTD): | 27/02/2024 | 0.0420 |
| 52W High: | 01/10/2024 | 0.6100 |
| 52W Low: | 27/02/2024 | 0.0420 |
| Avg. price 1W: | 0.4000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5152 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3295 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2219 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 162.06% | |
| Volatility 6M: | 208.98% | |
| Volatility 1Y: | 205.98% | |
| Volatility 3Y: | - |
