UC WAR. CALL 06/25 FP3/ DE000HD0BR51 /
| 2024-11-15 9:41:18 PM | Chg.+0.0700 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7200EUR | +4.24% | 1.7100 Bid Size: 30,000 |
1.7300 Ask Size: 30,000 |
NextEra Energy Inc | 60.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD0BR5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.44 |
|---|---|
| Intrinsic value: | 1.25 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.24 |
| Parity: | 1.25 |
| Time value: | 0.48 |
| Break-even: | 77.30 |
| Moneyness: | 1.21 |
| Premium: | 0.07 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.02 |
| Spread %: | 1.17% |
| Delta: | 0.78 |
| Theta: | -0.02 |
| Omega: | 3.28 |
| Rho: | 0.23 |
Quote data
| Open: | 1.6000 |
|---|---|
| High: | 1.7200 |
| Low: | 1.6000 |
| Previous Close: | 1.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.15% | ||
|---|---|---|---|
| 1 Month | -27.73% | ||
| 3 Months | -9.47% | ||
| YTD | +86.96% | ||
| 1 Year | +132.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7200 | 1.5000 |
|---|---|---|
| 1M High / 1M Low: | 2.4300 | 1.5000 |
| 6M High / 6M Low: | 2.4600 | 1.3100 |
| High (YTD): | 2024-10-01 | 2.4600 |
| Low (YTD): | 2024-03-04 | 0.5200 |
| 52W High: | 2024-10-01 | 2.4600 |
| 52W Low: | 2024-03-04 | 0.5200 |
| Avg. price 1W: | 1.6140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9482 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8892 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3982 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 107.93% | |
| Volatility 6M: | 94.00% | |
| Volatility 1Y: | 92.03% | |
| Volatility 3Y: | - |
