UC WAR. CALL 01/26 FP3/ DE000HD28WF8 /
2024-09-11 9:41:21 PM | Chg.+0.0800 | Bid9:55:13 PM | Ask9:55:13 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2100EUR | +7.08% | 1.2100 Bid Size: 35,000 |
1.2400 Ask Size: 35,000 |
NextEra Energy Inc | 80.00 - | 2026-01-14 | Call |
Master data
WKN: | HD28WF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-01-29 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.87 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.27 |
Parity: | -0.53 |
Time value: | 1.17 |
Break-even: | 91.70 |
Moneyness: | 0.93 |
Premium: | 0.23 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.03 |
Spread %: | 2.63% |
Delta: | 0.56 |
Theta: | -0.02 |
Omega: | 3.59 |
Rho: | 0.41 |
Quote data
Open: | 1.0700 |
---|---|
High: | 1.2100 |
Low: | 1.0700 |
Previous Close: | 1.1300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.24% | ||
---|---|---|---|
1 Month | +32.97% | ||
3 Months | +63.51% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1300 | 1.0300 |
---|---|---|
1M High / 1M Low: | 1.1300 | 0.8600 |
6M High / 6M Low: | 1.1300 | 0.2400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9700 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7061 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 50.32% | |
Volatility 6M: | 123.68% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |