UC WAR. CALL 12/24 FP3/ DE000HD0P1V0 /
| 2024-09-11 9:41:56 PM | Chg.+0.1000 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7800EUR | +5.95% | 1.8000 Bid Size: 20,000 |
1.8100 Ask Size: 20,000 |
NextEra Energy Inc | 65.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD0P1V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 0.97 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.27 |
| Parity: | 0.97 |
| Time value: | 0.74 |
| Break-even: | 82.10 |
| Moneyness: | 1.15 |
| Premium: | 0.10 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.01 |
| Spread %: | 0.59% |
| Delta: | 0.71 |
| Theta: | -0.06 |
| Omega: | 3.12 |
| Rho: | 0.10 |
Quote data
| Open: | 1.6400 |
|---|---|
| High: | 1.7800 |
| Low: | 1.6400 |
| Previous Close: | 1.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.58% | ||
|---|---|---|---|
| 1 Month | +37.98% | ||
| 3 Months | +79.80% | ||
| YTD | +223.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7800 | 1.5100 |
|---|---|---|
| 1M High / 1M Low: | 1.7800 | 1.2900 |
| 6M High / 6M Low: | 1.7800 | 0.2800 |
| High (YTD): | 2024-09-11 | 1.7800 |
| Low (YTD): | 2024-03-04 | 0.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0216 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 55.54% | |
| Volatility 6M: | 138.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
