UC WAR. CALL 01/25 FP3/ DE000HC72GY2 /
| 11/07/2024 08:00:43 | Chg.0.0000 | Bid09:30:04 | Ask09:30:04 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8700EUR | 0.00% | 0.8500 Bid Size: 12,000 |
0.8700 Ask Size: 12,000 |
NextEra Energy Inc | 67.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC72GY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 67.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 30/05/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.27 |
| Parity: | -0.03 |
| Time value: | 0.84 |
| Break-even: | 75.40 |
| Moneyness: | 1.00 |
| Premium: | 0.13 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.01 |
| Spread %: | 1.20% |
| Delta: | 0.58 |
| Theta: | -0.02 |
| Omega: | 4.59 |
| Rho: | 0.16 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 0.8700 |
| Low: | 0.8700 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.82% | ||
|---|---|---|---|
| 1 Month | -9.38% | ||
| 3 Months | +70.59% | ||
| YTD | +70.59% | ||
| 1 Year | -26.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8700 | 0.8300 |
|---|---|---|
| 1M High / 1M Low: | 1.0000 | 0.7200 |
| 6M High / 6M Low: | 1.3900 | 0.2100 |
| High (YTD): | 31/05/2024 | 1.3900 |
| Low (YTD): | 04/03/2024 | 0.2100 |
| 52W High: | 21/07/2023 | 1.4200 |
| 52W Low: | 04/03/2024 | 0.2100 |
| Avg. price 1W: | 0.8500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8755 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6279 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6612 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 165.87% | |
| Volatility 6M: | 142.45% | |
| Volatility 1Y: | 139.43% | |
| Volatility 3Y: | - |
