UC WAR. CALL 01/25 FP3/ DE000HC6T6H0 /
| 2024-07-10 9:41:39 PM | Chg.0.0000 | Bid9:56:40 PM | Ask9:56:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | 0.00% | 0.2800 Bid Size: 60,000 |
0.2900 Ask Size: 60,000 |
NextEra Energy Inc | 81.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC6T6H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 81.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-05-18 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 26.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.27 |
| Parity: | -1.43 |
| Time value: | 0.25 |
| Break-even: | 83.50 |
| Moneyness: | 0.82 |
| Premium: | 0.25 |
| Premium p.a.: | 0.54 |
| Spread abs.: | 0.01 |
| Spread %: | 4.17% |
| Delta: | 0.28 |
| Theta: | -0.02 |
| Omega: | 7.41 |
| Rho: | 0.08 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2500 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.00% | ||
|---|---|---|---|
| 1 Month | -18.18% | ||
| 3 Months | +80.00% | ||
| YTD | +35.00% | ||
| 1 Year | -51.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2100 |
| 6M High / 6M Low: | 0.6000 | 0.0560 |
| High (YTD): | 2024-05-31 | 0.6000 |
| Low (YTD): | 2024-03-04 | 0.0560 |
| 52W High: | 2023-07-21 | 0.7200 |
| 52W Low: | 2024-03-04 | 0.0560 |
| Avg. price 1W: | 0.2620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2841 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2147 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2604 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 238.08% | |
| Volatility 6M: | 196.31% | |
| Volatility 1Y: | 179.34% | |
| Volatility 3Y: | - |
