UC WAR. CALL 01/26 FP3/ DE000HD28WF8 /
10/14/2024 9:40:41 AM | Chg.-0.0300 | Bid10:00:34 AM | Ask10:00:34 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0400EUR | -2.80% | 1.0400 Bid Size: 15,000 |
1.1900 Ask Size: 15,000 |
NextEra Energy Inc | 80.00 - | 1/14/2026 | Call |
Master data
WKN: | HD28WF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 1/14/2026 |
Issue date: | 1/29/2024 |
Last trading day: | 1/13/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.73 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.24 |
Parity: | -0.51 |
Time value: | 1.20 |
Break-even: | 92.00 |
Moneyness: | 0.94 |
Premium: | 0.23 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.13 |
Spread %: | 12.15% |
Delta: | 0.56 |
Theta: | -0.02 |
Omega: | 3.51 |
Rho: | 0.38 |
Quote data
Open: | 1.0400 |
---|---|
High: | 1.0400 |
Low: | 1.0400 |
Previous Close: | 1.0700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.95% | ||
---|---|---|---|
1 Month | -17.46% | ||
3 Months | +22.35% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0800 | 1.0200 |
---|---|---|
1M High / 1M Low: | 1.2900 | 1.0200 |
6M High / 6M Low: | 1.2900 | 0.3400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1845 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8547 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 87.78% | |
Volatility 6M: | 113.81% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |