UC WAR. CALL 09/24 FP3/ DE000HD04107 /
| 14/08/2024 19:42:09 | Chg.0.0000 | Bid20:24:00 | Ask20:24:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | 0.00% | 0.1600 Bid Size: 50,000 |
0.1700 Ask Size: 50,000 |
NextEra Energy Inc | 80.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0410 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 41.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.27 |
| Parity: | -0.90 |
| Time value: | 0.17 |
| Break-even: | 81.70 |
| Moneyness: | 0.89 |
| Premium: | 0.15 |
| Premium p.a.: | 3.29 |
| Spread abs.: | 0.01 |
| Spread %: | 6.25% |
| Delta: | 0.26 |
| Theta: | -0.06 |
| Omega: | 11.03 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1600 |
| Low: | 0.1400 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.43% | ||
|---|---|---|---|
| 1 Month | -23.81% | ||
| 3 Months | -42.86% | ||
| YTD | +23.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2700 | 0.0750 |
| 6M High / 6M Low: | 0.4100 | 0.0190 |
| High (YTD): | 31/05/2024 | 0.4100 |
| Low (YTD): | 04/03/2024 | 0.0190 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1439 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1297 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 439.42% | |
| Volatility 6M: | 367.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
