UC WAR. CALL 01/26 FP3/ DE000UG052J1 /
| 2024-11-15 9:42:40 PM | Chg.+0.0500 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | +5.26% | 1.0000 Bid Size: 20,000 |
1.0400 Ask Size: 20,000 |
NextEra Energy Inc | 75.00 USD | 2026-01-14 | Call |
Master data
| WKN: | UG052J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 USD |
| Maturity: | 2026-01-14 |
| Issue date: | 2024-11-07 |
| Last trading day: | 2026-01-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | 0.13 |
| Time value: | 0.91 |
| Break-even: | 81.64 |
| Moneyness: | 1.02 |
| Premium: | 0.13 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 4.00% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 4.39 |
| Rho: | 0.41 |
Quote data
| Open: | 0.8900 |
|---|---|
| High: | 1.0000 |
| Low: | 0.8900 |
| Previous Close: | 0.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.17% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.8500 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
