UC WAR. CALL 12/24 FP3/ DE000HC3RV64 /
| 2024-07-10 9:40:43 PM | Chg.+0.0200 | Bid9:56:34 PM | Ask9:56:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | +3.13% | 0.6700 Bid Size: 35,000 |
0.6800 Ask Size: 35,000 |
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: | 10.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.27 |
| Parity: | -0.33 |
| Time value: | 0.63 |
| Break-even: | 76.30 |
| Moneyness: | 0.95 |
| Premium: | 0.14 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.01 |
| Spread %: | 1.61% |
| Delta: | 0.51 |
| Theta: | -0.03 |
| Omega: | 5.37 |
| Rho: | 0.12 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6600 |
| Low: | 0.6200 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.20% | ||
|---|---|---|---|
| 1 Month | -10.81% | ||
| 3 Months | +83.33% | ||
| YTD | +69.23% | ||
| 1 Year | -33.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.5200 |
| 6M High / 6M Low: | 1.1500 | 0.1400 |
| High (YTD): | 2024-05-31 | 1.1500 |
| Low (YTD): | 2024-03-04 | 0.1400 |
| 52W High: | 2023-07-21 | 1.2200 |
| 52W Low: | 2024-03-04 | 0.1400 |
| Avg. price 1W: | 0.6360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6627 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4744 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5167 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 193.13% | |
| Volatility 6M: | 165.44% | |
| Volatility 1Y: | 155.85% | |
| Volatility 3Y: | - |
