UC WAR. CALL 06/25 FP3/ DE000HD3BL05 /
| 2024-11-15 9:41:44 PM | Chg.+0.0700 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | +5.51% | 1.3300 Bid Size: 35,000 |
1.3500 Ask Size: 35,000 |
NextEra Energy Inc | 65.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD3BL0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.05 |
|---|---|
| Intrinsic value: | 0.75 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.24 |
| Parity: | 0.75 |
| Time value: | 0.60 |
| Break-even: | 78.50 |
| Moneyness: | 1.12 |
| Premium: | 0.08 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.02 |
| Spread %: | 1.50% |
| Delta: | 0.71 |
| Theta: | -0.02 |
| Omega: | 3.83 |
| Rho: | 0.22 |
Quote data
| Open: | 1.2300 |
|---|---|
| High: | 1.3400 |
| Low: | 1.2300 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.47% | ||
|---|---|---|---|
| 1 Month | -32.32% | ||
| 3 Months | -13.55% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.1400 |
|---|---|---|
| 1M High / 1M Low: | 2.0300 | 1.1400 |
| 6M High / 6M Low: | 2.0700 | 1.0100 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5659 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5355 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 127.60% | |
| Volatility 6M: | 106.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
