UniCredit Call 70 NEE 18.09.2024
/ DE000HD040Z2
UniCredit Call 70 NEE 18.09.2024/ DE000HD040Z2 /
| 09/08/2024 19:30:14 |
Chg.+0.010 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+1.27% |
0.760
Bid Size: 25,000 |
0.770
Ask Size: 25,000 |
NextEra Energy Inc |
70.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD040Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.28 |
| Parity: |
0.10 |
| Time value: |
0.66 |
| Break-even: |
77.60 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.58 |
| Theta: |
-0.09 |
| Omega: |
5.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.760 |
| High: |
0.800 |
| Low: |
0.690 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
+19.40% |
| YTD |
|
|
+175.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.780 |
| 1M High / 1M Low: |
0.850 |
0.370 |
| 6M High / 6M Low: |
0.980 |
0.068 |
| High (YTD): |
31/05/2024 |
0.980 |
| Low (YTD): |
04/03/2024 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.26% |
| Volatility 6M: |
|
243.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
