UC WAR. CALL 01/25 FP3/ DE000HC773S4 /
| 06/08/2024 15:40:41 | Chg.+0.0800 | Bid16:01:07 | Ask16:01:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3600EUR | +6.25% | 1.3900 Bid Size: 25,000 |
1.4000 Ask Size: 25,000 |
NextEra Energy Inc | 66.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC773S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 06/06/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.28 |
| Parity: | 0.40 |
| Time value: | 0.89 |
| Break-even: | 78.90 |
| Moneyness: | 1.06 |
| Premium: | 0.13 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.01 |
| Spread %: | 0.78% |
| Delta: | 0.65 |
| Theta: | -0.03 |
| Omega: | 3.53 |
| Rho: | 0.15 |
Quote data
| Open: | 1.3000 |
|---|---|
| High: | 1.3600 |
| Low: | 1.3000 |
| Previous Close: | 1.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.04% | ||
|---|---|---|---|
| 1 Month | +49.45% | ||
| 3 Months | +51.11% | ||
| YTD | +147.27% | ||
| 1 Year | +28.30% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 1.0300 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 0.8100 |
| 6M High / 6M Low: | 1.4600 | 0.2300 |
| High (YTD): | 31/05/2024 | 1.4600 |
| Low (YTD): | 04/03/2024 | 0.2300 |
| 52W High: | 31/05/2024 | 1.4600 |
| 52W Low: | 04/03/2024 | 0.2300 |
| Avg. price 1W: | 1.2520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0362 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7665 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6838 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 196.60% | |
| Volatility 6M: | 151.02% | |
| Volatility 1Y: | 144.34% | |
| Volatility 3Y: | - |
