UniCredit Call 65 NEE 18.09.2024
/ DE000HD0P1U2
UniCredit Call 65 NEE 18.09.2024/ DE000HD0P1U2 /
| 7/24/2024 1:58:05 PM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
-
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: |
0.740 |
| Low: |
0.730 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-26.00% |
| 3 Months |
|
|
-25.25% |
| YTD |
|
|
+68.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.130 |
0.670 |
| 6M High / 6M Low: |
1.390 |
0.140 |
| High (YTD): |
5/31/2024 |
1.390 |
| Low (YTD): |
2/28/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.638 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.66% |
| Volatility 6M: |
|
183.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
