UniCredit Call 75 NEE 18.09.2024
/ DE000HD0BR44
UniCredit Call 75 NEE 18.09.2024/ DE000HD0BR44 /
| 7/12/2024 7:34:27 PM |
Chg.+0.080 |
Bid9:58:43 PM |
Ask9:58:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+24.24% |
0.380
Bid Size: 40,000 |
0.390
Ask Size: 40,000 |
NextEra Energy Inc |
75.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0BR4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
-0.53 |
| Time value: |
0.39 |
| Break-even: |
78.90 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
7.41 |
| Rho: |
0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.420 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+95.24% |
| 1 Month |
|
|
+36.67% |
| 3 Months |
|
|
+241.67% |
| YTD |
|
|
+127.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.210 |
| 1M High / 1M Low: |
0.410 |
0.150 |
| 6M High / 6M Low: |
0.650 |
0.036 |
| High (YTD): |
5/31/2024 |
0.650 |
| Low (YTD): |
3/4/2024 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.40% |
| Volatility 6M: |
|
277.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
