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: |
|
- |
