UC WAR. CALL 06/25 FP3/ DE000HD3BL05 /
| 2024-10-11 9:40:54 PM | Chg.+0.0300 | Bid9:54:06 PM | Ask9:54:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7700EUR | +1.72% | 1.7700 Bid Size: 30,000 |
1.7800 Ask Size: 30,000 |
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: | 4.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.29 |
|---|---|
| Intrinsic value: | 0.99 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.24 |
| Parity: | 0.99 |
| Time value: | 0.81 |
| Break-even: | 83.00 |
| Moneyness: | 1.15 |
| Premium: | 0.11 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 1.69% |
| Delta: | 0.73 |
| Theta: | -0.02 |
| Omega: | 3.02 |
| Rho: | 0.25 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.7700 |
| Low: | 1.6900 |
| Previous Close: | 1.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.15% | ||
|---|---|---|---|
| 1 Month | -11.94% | ||
| 3 Months | +23.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7700 | 1.7000 |
|---|---|---|
| 1M High / 1M Low: | 2.0700 | 1.7000 |
| 6M High / 6M Low: | 2.0700 | 0.6200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9138 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4292 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.02% | |
| Volatility 6M: | 102.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
