UC WAR. CALL 12/24 FP3/ DE000HD0P1V0 /
| 8/6/2024 3:41:42 PM | Chg.+0.0900 | Bid5:12:55 PM | Ask5:12:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3900EUR | +6.92% | 1.3600 Bid Size: 25,000 |
1.3700 Ask Size: 25,000 |
NextEra Energy Inc | 65.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD0P1V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 11/13/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.50 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.28 |
| Parity: | 0.50 |
| Time value: | 0.81 |
| Break-even: | 78.10 |
| Moneyness: | 1.08 |
| Premium: | 0.12 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.01 |
| Spread %: | 0.77% |
| Delta: | 0.66 |
| Theta: | -0.04 |
| Omega: | 3.55 |
| Rho: | 0.12 |
Quote data
| Open: | 1.3200 |
|---|---|
| High: | 1.3900 |
| Low: | 1.3200 |
| Previous Close: | 1.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.91% | ||
|---|---|---|---|
| 1 Month | +47.87% | ||
| 3 Months | +49.46% | ||
| YTD | +152.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4400 | 1.0700 |
|---|---|---|
| 1M High / 1M Low: | 1.4400 | 0.8300 |
| 6M High / 6M Low: | 1.5000 | 0.2300 |
| High (YTD): | 5/31/2024 | 1.5000 |
| Low (YTD): | 3/4/2024 | 0.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0690 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7855 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 196.21% | |
| Volatility 6M: | 152.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
