UC WAR. CALL 01/25 FP3/ DE000HC72GY2 /
10/11/2024 9:40:18 PM | Chg.+0.0300 | Bid9:58:35 PM | Ask9:58:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4600EUR | +2.10% | 1.4800 Bid Size: 30,000 |
1.5000 Ask Size: 30,000 |
NextEra Energy Inc | 67.00 - | 1/15/2025 | Call |
Master data
WKN: | HC72GY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 67.00 - |
Maturity: | 1/15/2025 |
Issue date: | 5/30/2023 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.99 |
Leverage: | Yes |
Calculated values
Fair value: | 0.92 |
---|---|
Intrinsic value: | 0.79 |
Implied volatility: | 0.72 |
Historic volatility: | 0.24 |
Parity: | 0.79 |
Time value: | 0.71 |
Break-even: | 82.00 |
Moneyness: | 1.12 |
Premium: | 0.10 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.02 |
Spread %: | 1.35% |
Delta: | 0.69 |
Theta: | -0.05 |
Omega: | 3.47 |
Rho: | 0.10 |
Quote data
Open: | 1.3900 |
---|---|
High: | 1.4700 |
Low: | 1.3900 |
Previous Close: | 1.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.29% | ||
---|---|---|---|
1 Month | -15.12% | ||
3 Months | +28.07% | ||
YTD | +186.27% | ||
1 Year | +265.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4600 | 1.4000 |
---|---|---|
1M High / 1M Low: | 1.7900 | 1.4000 |
6M High / 6M Low: | 1.7900 | 0.4000 |
High (YTD): | 10/1/2024 | 1.7900 |
Low (YTD): | 3/4/2024 | 0.2100 |
52W High: | 10/1/2024 | 1.7900 |
52W Low: | 3/4/2024 | 0.2100 |
Avg. price 1W: | 1.4220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.6185 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1376 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.7743 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 94.71% | |
Volatility 6M: | 132.25% | |
Volatility 1Y: | 135.95% | |
Volatility 3Y: | - |