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: | - |
