UC WAR. CALL 01/25 FP3/ DE000HC773S4 /
| 10/25/2024 11:42:14 AM | Chg.- | Bid1:00:29 PM | Ask10/25/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | - | 1.6300 Bid Size: 14,000 |
- Ask Size: 10,000 |
NextEra Energy Inc | 66.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC773S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 6/6/2023 |
| Last trading day: | 10/25/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.65 |
| Implied volatility: | 1.16 |
| Historic volatility: | 0.24 |
| Parity: | 0.65 |
| Time value: | 1.01 |
| Break-even: | 82.60 |
| Moneyness: | 1.10 |
| Premium: | 0.14 |
| Premium p.a.: | 1.21 |
| Spread abs.: | 0.16 |
| Spread %: | 10.67% |
| Delta: | 0.67 |
| Theta: | -0.11 |
| Omega: | 2.94 |
| Rho: | 0.05 |
Quote data
| Open: | 1.5800 |
|---|---|
| High: | 1.6200 |
| Low: | 1.5800 |
| Previous Close: | 1.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -7.43% | ||
| 3 Months | +23.66% | ||
| YTD | +194.55% | ||
| 1 Year | +295.12% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.8100 | 1.6200 |
| 6M High / 6M Low: | 1.8800 | 0.7700 |
| High (YTD): | 10/1/2024 | 1.8800 |
| Low (YTD): | 3/4/2024 | 0.2300 |
| 52W High: | 10/1/2024 | 1.8800 |
| 52W Low: | 3/4/2024 | 0.2300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.7167 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3284 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9010 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 79.66% | |
| Volatility 6M: | 127.66% | |
| Volatility 1Y: | 127.33% | |
| Volatility 3Y: | - |
