UniCredit Call 70 NEE 18.09.2024
/ DE000HC9CZH7
UniCredit Call 70 NEE 18.09.2024/ DE000HC9CZH7 /
| 9/13/2024 7:26:38 PM |
Chg.+0.060 |
Bid8:43:48 PM |
Ask8:43:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.990EUR |
+0.67% |
8.990
Bid Size: 4,000 |
9.030
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: |
8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.45 |
| Intrinsic value: |
6.43 |
| Implied volatility: |
1.70 |
| Historic volatility: |
0.27 |
| Parity: |
6.43 |
| Time value: |
2.60 |
| Break-even: |
79.03 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
20.29 |
| Spread abs.: |
0.04 |
| Spread %: |
0.44% |
| Delta: |
0.72 |
| Theta: |
-0.57 |
| Omega: |
6.10 |
| Rho: |
0.01 |
Quote data
| Open: |
8.730 |
| High: |
8.990 |
| Low: |
8.730 |
| Previous Close: |
8.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.94% |
| 1 Month |
|
|
+45.47% |
| 3 Months |
|
|
+113.03% |
| YTD |
|
|
+368.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.990 |
8.140 |
| 1M High / 1M Low: |
8.990 |
6.180 |
| 6M High / 6M Low: |
8.990 |
1.080 |
| High (YTD): |
9/13/2024 |
8.990 |
| Low (YTD): |
3/4/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.642 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.90% |
| Volatility 6M: |
|
173.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
