UniCredit Call 75 NEE 18.09.2024
/ DE000HC9K0Q0
UniCredit Call 75 NEE 18.09.2024/ DE000HC9K0Q0 /
| 12/07/2024 19:32:29 |
Chg.+1.340 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.410EUR |
+64.73% |
3.260
Bid Size: 6,000 |
3.300
Ask Size: 6,000 |
NextEra Energy Inc |
75.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9K0Q |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
-5.32 |
| Time value: |
3.30 |
| Break-even: |
78.30 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.04 |
| Spread %: |
1.23% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
8.36 |
| Rho: |
0.04 |
Quote data
| Open: |
2.740 |
| High: |
3.470 |
| Low: |
2.710 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.44% |
| 1 Month |
|
|
+35.32% |
| 3 Months |
|
|
+258.95% |
| YTD |
|
|
+168.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.410 |
1.870 |
| 1M High / 1M Low: |
3.410 |
1.370 |
| 6M High / 6M Low: |
4.360 |
0.330 |
| High (YTD): |
31/05/2024 |
4.360 |
| Low (YTD): |
04/03/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.31% |
| Volatility 6M: |
|
248.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
