UC WAR. CALL 09/24 FP3/ DE000HD040Z2 /
| 8/16/2024 11:40:01 AM | Chg.- | Bid1:14:02 PM | Ask8/16/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | - | 0.7300 Bid Size: 15,000 |
- Ask Size: 12,000 |
NextEra Energy Inc | 70.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD040Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 8/16/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.65 |
|---|---|
| Intrinsic value: | 0.64 |
| Implied volatility: | 1.04 |
| Historic volatility: | 0.27 |
| Parity: | 0.64 |
| Time value: | 0.10 |
| Break-even: | 77.40 |
| Moneyness: | 1.09 |
| Premium: | 0.01 |
| Premium p.a.: | 2.18 |
| Spread abs.: | -0.06 |
| Spread %: | -7.50% |
| Delta: | 0.81 |
| Theta: | -0.29 |
| Omega: | 8.32 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7400 |
| Low: | 0.7200 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -4.00% | ||
| 3 Months | +26.32% | ||
| YTD | +140.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.7500 | 0.7200 |
| 6M High / 6M Low: | 0.9900 | 0.1500 |
| High (YTD): | 5/31/2024 | 0.9900 |
| Low (YTD): | 3/4/2024 | 0.0760 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7350 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5172 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | 231.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
