UC WAR. CALL 01/25 FP3/ DE000HC773S4 /
| 2024-07-10 9:40:59 PM | Chg.+0.0200 | Bid9:54:03 PM | Ask9:54:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | +2.17% | 0.9500 Bid Size: 30,000 |
0.9600 Ask Size: 30,000 |
NextEra Energy Inc | 66.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC773S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-06-06 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.27 |
| Parity: | 0.07 |
| Time value: | 0.84 |
| Break-even: | 75.10 |
| Moneyness: | 1.01 |
| Premium: | 0.13 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.01 |
| Spread %: | 1.11% |
| Delta: | 0.60 |
| Theta: | -0.02 |
| Omega: | 4.39 |
| Rho: | 0.16 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 0.9400 |
| Low: | 0.8900 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.62% | ||
|---|---|---|---|
| 1 Month | -7.84% | ||
| 3 Months | +70.91% | ||
| YTD | +70.91% | ||
| 1 Year | -23.58% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.8900 |
|---|---|---|
| 1M High / 1M Low: | 1.0700 | 0.7700 |
| 6M High / 6M Low: | 1.4600 | 0.2300 |
| High (YTD): | 2024-05-31 | 1.4600 |
| Low (YTD): | 2024-03-04 | 0.2300 |
| 52W High: | 2023-07-21 | 1.4800 |
| 52W Low: | 2024-03-04 | 0.2300 |
| Avg. price 1W: | 0.9120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9364 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6724 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7027 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 162.40% | |
| Volatility 6M: | 139.29% | |
| Volatility 1Y: | 135.34% | |
| Volatility 3Y: | - |
