UC WAR. CALL 03/25 FP3/ DE000HD43XP4 /
| 11/09/2024 21:40:14 | Chg.+0.1000 | Bid21:56:11 | Ask21:56:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2600EUR | +4.63% | 2.2700 Bid Size: 20,000 |
2.2800 Ask Size: 20,000 |
NextEra Energy Inc | 60.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD43XP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 25/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.65 |
|---|---|
| Intrinsic value: | 1.47 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.27 |
| Parity: | 1.47 |
| Time value: | 0.72 |
| Break-even: | 81.90 |
| Moneyness: | 1.24 |
| Premium: | 0.10 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 0.46% |
| Delta: | 0.77 |
| Theta: | -0.03 |
| Omega: | 2.62 |
| Rho: | 0.18 |
Quote data
| Open: | 2.1300 |
|---|---|
| High: | 2.2600 |
| Low: | 2.1300 |
| Previous Close: | 2.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.24% | ||
|---|---|---|---|
| 1 Month | +24.18% | ||
| 3 Months | +50.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1600 | 1.9800 |
|---|---|---|
| 1M High / 1M Low: | 2.1600 | 1.7700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9218 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 42.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
