UC WAR. CALL 01/25 FP3/ DE000HC8DPR7 /
| 2024-11-15 9:40:29 PM | Chg.+0.0020 | Bid9:54:34 PM | Ask9:54:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0420EUR | +5.00% | 0.0280 Bid Size: 70,000 |
0.0650 Ask Size: 70,000 |
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: | 111.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.24 |
| Parity: | -1.65 |
| Time value: | 0.07 |
| Break-even: | 89.65 |
| Moneyness: | 0.81 |
| Premium: | 0.24 |
| Premium p.a.: | 2.63 |
| Spread abs.: | 0.04 |
| Spread %: | 132.14% |
| Delta: | 0.12 |
| Theta: | -0.02 |
| Omega: | 13.55 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0070 |
|---|---|
| High: | 0.0420 |
| Low: | 0.0070 |
| Previous Close: | 0.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.75% | ||
|---|---|---|---|
| 1 Month | -86.45% | ||
| 3 Months | -79.00% | ||
| YTD | -61.82% | ||
| 1 Year | -48.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0470 | 0.0300 |
|---|---|---|
| 1M High / 1M Low: | 0.3100 | 0.0300 |
| 6M High / 6M Low: | 0.3900 | 0.0300 |
| High (YTD): | 2024-10-01 | 0.3900 |
| Low (YTD): | 2024-02-28 | 0.0240 |
| 52W High: | 2024-10-01 | 0.3900 |
| 52W Low: | 2024-02-28 | 0.0240 |
| Avg. price 1W: | 0.0382 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2146 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1503 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 369.34% | |
| Volatility 6M: | 250.42% | |
| Volatility 1Y: | 255.44% | |
| Volatility 3Y: | - |
