UC WAR. CALL 01/25 FP3/ DE000HC8K911 /
| 2024-07-16 9:42:22 PM | Chg.+0.0600 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0300EUR | +6.19% | 1.0100 Bid Size: 30,000 |
1.0200 Ask Size: 30,000 |
NextEra Energy Inc | 64.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC8K91 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 64.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-08-10 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.27 |
| Parity: | 0.11 |
| Time value: | 0.85 |
| Break-even: | 73.60 |
| Moneyness: | 1.02 |
| Premium: | 0.13 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.01 |
| Spread %: | 1.05% |
| Delta: | 0.61 |
| Theta: | -0.03 |
| Omega: | 4.12 |
| Rho: | 0.15 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 1.0300 |
| Low: | 0.9700 |
| Previous Close: | 0.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.90% | ||
|---|---|---|---|
| 1 Month | -11.97% | ||
| 3 Months | +101.96% | ||
| YTD | +66.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3500 | 0.9700 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.8900 |
| 6M High / 6M Low: | 1.6000 | 0.2800 |
| High (YTD): | 2024-05-31 | 1.6000 |
| Low (YTD): | 2024-03-04 | 0.2800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0648 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7812 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 190.18% | |
| Volatility 6M: | 138.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
