UniCredit Call 68 NEE 18.09.2024
/ DE000HD6FYP1
UniCredit Call 68 NEE 18.09.2024/ DE000HD6FYP1 /
| 12/07/2024 19:35:26 |
Chg.+0.120 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+15.79% |
0.840
Bid Size: 25,000 |
0.850
Ask Size: 25,000 |
NextEra Energy Inc |
68.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD6FYP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.26 |
| Parity: |
0.17 |
| Time value: |
0.68 |
| Break-even: |
76.50 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
4.91 |
| Rho: |
0.06 |
Quote data
| Open: |
0.740 |
| High: |
0.890 |
| Low: |
0.740 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.96% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.560 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
