UniCredit Call 65 NEE 18.12.2024
/ DE000HD0P1V0
UniCredit Call 65 NEE 18.12.2024/ DE000HD0P1V0 /
8/16/2024 8:36:55 PM |
Chg.+0.09 |
Bid9:56:44 PM |
Ask9:56:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.36EUR |
+7.09% |
1.36 Bid Size: 25,000 |
1.37 Ask Size: 25,000 |
NextEra Energy Inc |
65.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD0P1V |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
12/18/2024 |
Issue date: |
11/13/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.55 |
Implied volatility: |
0.60 |
Historic volatility: |
0.27 |
Parity: |
0.55 |
Time value: |
0.73 |
Break-even: |
77.80 |
Moneyness: |
1.09 |
Premium: |
0.10 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.01 |
Spread %: |
0.79% |
Delta: |
0.67 |
Theta: |
-0.04 |
Omega: |
3.70 |
Rho: |
0.12 |
Quote data
Open: |
1.28 |
High: |
1.36 |
Low: |
1.27 |
Previous Close: |
1.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.26% |
1 Month |
|
|
+46.24% |
3 Months |
|
|
+2.26% |
YTD |
|
|
+151.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.35 |
1.27 |
1M High / 1M Low: |
1.40 |
0.84 |
6M High / 6M Low: |
1.51 |
0.22 |
High (YTD): |
5/31/2024 |
1.51 |
Low (YTD): |
2/28/2024 |
0.22 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.84 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.33% |
Volatility 6M: |
|
144.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |