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UniCredit Call 64 NEE 15.01.2025/  DE000HC8K911  /

Frankfurt Zert./HVB
8/15/2024  7:31:05 PM Chg.-0.070 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
1.370EUR -4.86% 1.380
Bid Size: 25,000		 1.390
Ask Size: 25,000		 NextEra Energy Inc 64.00 - 1/15/2025 Call
 

Master data

WKN: HC8K91
Issuer: UniCredit
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 1/15/2025
Issue date: 8/10/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.92
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.68
Implied volatility: 0.58
Historic volatility: 0.27
Parity: 0.68
Time value: 0.76
Break-even: 78.40
Moneyness: 1.11
Premium: 0.11
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.69
Theta: -0.03
Omega: 3.40
Rho: 0.14
 

Quote data

Open: 1.430
High: 1.460
Low: 1.360
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.52%
1 Month  
+31.73%
3 Months
  -3.52%
YTD  
+124.59%
1 Year  
+29.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.400
1M High / 1M Low: 1.510 0.960
6M High / 6M Low: 1.590 0.260
High (YTD): 5/31/2024 1.590
Low (YTD): 3/4/2024 0.260
52W High: 5/31/2024 1.590
52W Low: 3/4/2024 0.260
Avg. price 1W:   1.434
Avg. volume 1W:   0.000
Avg. price 1M:   1.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   0.777
Avg. volume 1Y:   0.000
Volatility 1M:   99.15%
Volatility 6M:   136.38%
Volatility 1Y:   141.05%
Volatility 3Y:   -