UniCredit Call 64 NEE 15.01.2025
/ DE000HC8K911
UniCredit Call 64 NEE 15.01.2025/ DE000HC8K911 /
| 2024-07-16 7:26:15 PM |
Chg.-0.040 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-3.85% |
1.010
Bid Size: 30,000 |
1.020
Ask Size: 30,000 |
NextEra Energy Inc |
64.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HC8K91 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
0.11 |
| Time value: |
0.85 |
| Break-even: |
73.60 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
4.12 |
| Rho: |
0.15 |
Quote data
| Open: |
0.950 |
| High: |
1.010 |
| Low: |
0.950 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.66% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
+96.08% |
| YTD |
|
|
+63.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.040 |
| 1M High / 1M Low: |
1.350 |
0.900 |
| 6M High / 6M Low: |
1.590 |
0.260 |
| High (YTD): |
2024-05-31 |
1.590 |
| Low (YTD): |
2024-03-04 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.75% |
| Volatility 6M: |
|
146.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
