UniCredit Call 65 NEE 18.09.2024
/ DE000HD0P1U2
UniCredit Call 65 NEE 18.09.2024/ DE000HD0P1U2 /
7/24/2024 1:10:53 PM |
Chg.-0.030 |
Bid9:58:05 PM |
Ask7/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-3.85% |
- Bid Size: - |
- Ask Size: - |
NextEra Energy Inc |
65.00 - |
9/18/2024 |
Call |
Master data
WKN: |
HD0P1U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
9/18/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
7/24/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
0.60 |
Time value: |
0.16 |
Break-even: |
72.60 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.24 |
Spread abs.: |
-0.25 |
Spread %: |
-24.75% |
Delta: |
0.77 |
Theta: |
-0.04 |
Omega: |
7.19 |
Rho: |
0.05 |
Quote data
Open: |
0.730 |
High: |
0.830 |
Low: |
0.730 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-25.00% |
YTD |
|
|
+70.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.120 |
0.690 |
6M High / 6M Low: |
1.370 |
0.130 |
High (YTD): |
5/31/2024 |
1.370 |
Low (YTD): |
3/4/2024 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.816 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.640 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.72% |
Volatility 6M: |
|
190.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |