UC WAR. CALL 01/25 FP3/ DE000HC8DPR7 /
| 2024-08-06 9:40:20 AM | Chg.+0.0100 | Bid9:41:49 AM | Ask9:41:49 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | +3.85% | 0.2600 Bid Size: 20,000 |
0.2800 Ask Size: 20,000 |
NextEra Energy Inc | 89.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC8DPR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 89.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-08-02 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.28 |
| Parity: | -1.90 |
| Time value: | 0.27 |
| Break-even: | 91.70 |
| Moneyness: | 0.79 |
| Premium: | 0.31 |
| Premium p.a.: | 0.84 |
| Spread abs.: | 0.01 |
| Spread %: | 3.85% |
| Delta: | 0.26 |
| Theta: | -0.02 |
| Omega: | 6.70 |
| Rho: | 0.07 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2600 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +80.00% | ||
|---|---|---|---|
| 1 Month | +125.00% | ||
| 3 Months | +92.86% | ||
| YTD | +145.45% | ||
| 1 Year | -12.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2900 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2900 | 0.1200 |
| 6M High / 6M Low: | 0.3400 | 0.0240 |
| High (YTD): | 2024-05-31 | 0.3400 |
| Low (YTD): | 2024-02-28 | 0.0240 |
| 52W High: | 2024-05-31 | 0.3400 |
| 52W Low: | 2024-02-28 | 0.0240 |
| Avg. price 1W: | 0.2280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1643 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1250 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1314 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 295.88% | |
| Volatility 6M: | 291.17% | |
| Volatility 1Y: | 250.00% | |
| Volatility 3Y: | - |
