UniCredit Call 64 NEE 15.01.2025
/ DE000HC8K911
UniCredit Call 64 NEE 15.01.2025/ DE000HC8K911 /
| 7/17/2024 6:48:15 PM |
Chg.-0.06 |
Bid6:59:54 PM |
Ask6:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.97EUR |
-5.83% |
0.96
Bid Size: 30,000 |
0.97
Ask Size: 30,000 |
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: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
0.20 |
| Time value: |
0.82 |
| Break-even: |
74.20 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
4.02 |
| Rho: |
0.15 |
Quote data
| Open: |
0.99 |
| High: |
1.01 |
| Low: |
0.97 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.19% |
| 1 Month |
|
|
-15.65% |
| 3 Months |
|
|
+67.24% |
| YTD |
|
|
+59.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.00 |
| 1M High / 1M Low: |
1.35 |
0.89 |
| 6M High / 6M Low: |
1.60 |
0.26 |
| High (YTD): |
5/31/2024 |
1.60 |
| Low (YTD): |
3/4/2024 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.29% |
| Volatility 6M: |
|
143.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
