UniCredit Call 60 NEE 15.01.2025
/ DE000HD04198
UniCredit Call 60 NEE 15.01.2025/ DE000HD04198 /
| 16/07/2024 20:41:43 |
Chg.- |
Bid08:00:11 |
Ask08:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
- |
1.28
Bid Size: 4,000 |
1.31
Ask Size: 4,000 |
NextEra Energy Inc |
60.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD0419 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
23/10/2023 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.27 |
| Parity: |
0.51 |
| Time value: |
0.72 |
| Break-even: |
72.30 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.58 |
| Rho: |
0.16 |
Quote data
| Open: |
1.23 |
| High: |
1.31 |
| Low: |
1.23 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.68% |
| 1 Month |
|
|
-9.03% |
| 3 Months |
|
|
+65.82% |
| YTD |
|
|
+67.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.28 |
| 1M High / 1M Low: |
1.66 |
1.14 |
| 6M High / 6M Low: |
1.92 |
0.39 |
| High (YTD): |
31/05/2024 |
1.92 |
| Low (YTD): |
04/03/2024 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.95% |
| Volatility 6M: |
|
119.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
