UniCredit Call 70 NEE 18.09.2024
/ DE000HC9CZH7
UniCredit Call 70 NEE 18.09.2024/ DE000HC9CZH7 /
| 8/9/2024 7:39:32 PM |
Chg.+0.160 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.330EUR |
+2.59% |
6.090
Bid Size: 4,000 |
6.130
Ask Size: 4,000 |
NextEra Energy Inc |
70.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9CZH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.28 |
| Parity: |
0.96 |
| Time value: |
5.15 |
| Break-even: |
76.11 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.04 |
| Spread %: |
0.66% |
| Delta: |
0.57 |
| Theta: |
-0.07 |
| Omega: |
6.67 |
| Rho: |
0.04 |
Quote data
| Open: |
5.820 |
| High: |
6.330 |
| Low: |
5.720 |
| Previous Close: |
6.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.93% |
| 1 Month |
|
|
+31.06% |
| 3 Months |
|
|
+40.98% |
| YTD |
|
|
+229.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.330 |
5.500 |
| 1M High / 1M Low: |
6.330 |
3.190 |
| 6M High / 6M Low: |
6.330 |
0.570 |
| High (YTD): |
8/9/2024 |
6.330 |
| Low (YTD): |
3/4/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.22% |
| Volatility 6M: |
|
201.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
