UC WAR. CALL 12/24 FP3/ DE000HC3RV64 /
| 2024-08-06 1:40:45 PM | Chg.+0.0100 | Bid2:31:50 PM | Ask2:31:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | +1.02% | 0.9800 Bid Size: 20,000 |
0.9900 Ask Size: 20,000 |
NextEra Energy Inc | 70.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3RV6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-02 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.28 |
| Parity: | 0.00 |
| Time value: | 0.98 |
| Break-even: | 79.80 |
| Moneyness: | 1.00 |
| Premium: | 0.14 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 1.03% |
| Delta: | 0.58 |
| Theta: | -0.04 |
| Omega: | 4.16 |
| Rho: | 0.11 |
Quote data
| Open: | 0.9900 |
|---|---|
| High: | 1.0200 |
| Low: | 0.9900 |
| Previous Close: | 0.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.78% | ||
|---|---|---|---|
| 1 Month | +54.69% | ||
| 3 Months | +52.31% | ||
| YTD | +153.85% | ||
| 1 Year | +16.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 1.0800 | 0.5700 |
| 6M High / 6M Low: | 1.1500 | 0.1400 |
| High (YTD): | 2024-05-31 | 1.1500 |
| Low (YTD): | 2024-03-04 | 0.1400 |
| 52W High: | 2024-05-31 | 1.1500 |
| 52W Low: | 2024-03-04 | 0.1400 |
| Avg. price 1W: | 0.9460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7533 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5469 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4951 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 229.00% | |
| Volatility 6M: | 179.35% | |
| Volatility 1Y: | 166.74% | |
| Volatility 3Y: | - |
