UC WAR. CALL 01/25 FP3/ DE000HC8J9E1 /
| 8/15/2024 9:41:27 PM | Chg.-0.0500 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3200EUR | -3.65% | 1.3000 Bid Size: 25,000 |
1.3100 Ask Size: 25,000 |
NextEra Energy Inc | 65.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC8J9E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 8/8/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.27 |
| Parity: | 0.58 |
| Time value: | 0.78 |
| Break-even: | 78.60 |
| Moneyness: | 1.09 |
| Premium: | 0.11 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.01 |
| Spread %: | 0.74% |
| Delta: | 0.68 |
| Theta: | -0.03 |
| Omega: | 3.53 |
| Rho: | 0.14 |
Quote data
| Open: | 1.3500 |
|---|---|
| High: | 1.3600 |
| Low: | 1.3000 |
| Previous Close: | 1.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.04% | ||
|---|---|---|---|
| 1 Month | +45.05% | ||
| 3 Months | -4.35% | ||
| YTD | +127.59% | ||
| 1 Year | +29.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3900 | 1.3300 |
|---|---|---|
| 1M High / 1M Low: | 1.4700 | 0.8700 |
| 6M High / 6M Low: | 1.5300 | 0.2500 |
| High (YTD): | 5/31/2024 | 1.5300 |
| Low (YTD): | 3/4/2024 | 0.2500 |
| 52W High: | 5/31/2024 | 1.5300 |
| 52W Low: | 3/4/2024 | 0.2500 |
| Avg. price 1W: | 1.3660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1891 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8757 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7367 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 132.65% | |
| Volatility 6M: | 142.65% | |
| Volatility 1Y: | 142.29% | |
| Volatility 3Y: | - |
