OverviewChartNewsTraderScreen

UniCredit Call 70 NEE 18.12.2024/  DE000HC3RV64  /

EUWAX
8/5/2024  9:17:45 AM Chg.- Bid8:14:02 AM Ask8:14:02 AM Underlying Strike price Expiration date Option type
0.600EUR - 1.040
Bid Size: 4,000		 1.070
Ask Size: 4,000		 NextEra Energy Inc 70.00 - 12/18/2024 Call
 

Master data

WKN: HC3RV6
Issuer: UniCredit
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/18/2024
Issue date: 2/2/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.37
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.26
Implied volatility: 0.56
Historic volatility: 0.28
Parity: 0.26
Time value: 0.88
Break-even: 81.40
Moneyness: 1.04
Premium: 0.12
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 3.64%
Delta: 0.62
Theta: -0.04
Omega: 3.97
Rho: 0.13
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.81%
1 Month
  -4.76%
3 Months
  -7.69%
YTD  
+57.89%
1 Year
  -28.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.600
1M High / 1M Low: 1.020 0.570
6M High / 6M Low: 1.150 0.130
High (YTD): 5/31/2024 1.150
Low (YTD): 3/4/2024 0.130
52W High: 5/31/2024 1.150
52W Low: 3/4/2024 0.130
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   0.729
Avg. volume 1M:   0.000
Avg. price 6M:   0.537
Avg. volume 6M:   0.000
Avg. price 1Y:   0.487
Avg. volume 1Y:   0.000
Volatility 1M:   264.67%
Volatility 6M:   195.23%
Volatility 1Y:   178.35%
Volatility 3Y:   -