UniCredit Call 65 NEE 15.01.2025
/ DE000HC8J9E1
UniCredit Call 65 NEE 15.01.2025/ DE000HC8J9E1 /
| 9/26/2024 8:09:10 PM |
Chg.- |
Bid10:01:06 AM |
Ask10:01:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
- |
1.76
Bid Size: 12,000 |
1.80
Ask Size: 12,000 |
NextEra Energy Inc |
65.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
HC8J9E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
8/8/2023 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.26 |
| Parity: |
0.97 |
| Time value: |
0.80 |
| Break-even: |
82.70 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
3.01 |
| Rho: |
0.11 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.76 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.70% |
| 1 Month |
|
|
+23.45% |
| 3 Months |
|
|
+62.73% |
| YTD |
|
|
+214.04% |
| 1 Year |
|
|
+179.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.76 |
| 1M High / 1M Low: |
1.91 |
1.43 |
| 6M High / 6M Low: |
1.91 |
0.47 |
| High (YTD): |
9/16/2024 |
1.91 |
| Low (YTD): |
3/4/2024 |
0.24 |
| 52W High: |
9/16/2024 |
1.91 |
| 52W Low: |
3/4/2024 |
0.24 |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
62.56% |
| Volatility 6M: |
|
120.24% |
| Volatility 1Y: |
|
143.78% |
| Volatility 3Y: |
|
- |
