UC WAR. CALL 01/25 FP3/ DE000HC6RJ59 /
| 15/11/2024 21:40:54 | Chg.+0.0150 | Bid21:59:20 | Ask21:59:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1000EUR | +17.65% | 0.1000 Bid Size: 70,000 |
0.1200 Ask Size: 70,000 |
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: | 60.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.24 |
| Parity: | -1.15 |
| Time value: | 0.12 |
| Break-even: | 85.20 |
| Moneyness: | 0.86 |
| Premium: | 0.17 |
| Premium p.a.: | 1.66 |
| Spread abs.: | 0.02 |
| Spread %: | 20.00% |
| Delta: | 0.20 |
| Theta: | -0.03 |
| Omega: | 12.28 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0640 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0640 |
| Previous Close: | 0.0850 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.38% | ||
|---|---|---|---|
| 1 Month | -79.59% | ||
| 3 Months | -69.70% | ||
| YTD | -37.50% | ||
| 1 Year | -16.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1000 | 0.0640 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.0640 |
| 6M High / 6M Low: | 0.6100 | 0.0640 |
| 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: | 0.0818 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2427 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3430 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2367 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 420.85% | |
| Volatility 6M: | 253.10% | |
| Volatility 1Y: | 226.92% | |
| Volatility 3Y: | - |
