UniCredit Call 75 NEE 18.09.2024
/ DE000HD0BR44
UniCredit Call 75 NEE 18.09.2024/ DE000HD0BR44 /
| 27/08/2024 08:11:07 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
75.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0BR4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
27/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.27 |
| Parity: |
0.14 |
| Time value: |
0.40 |
| Break-even: |
80.40 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.10 |
| Spread %: |
22.73% |
| Delta: |
0.58 |
| Theta: |
-0.58 |
| Omega: |
8.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
+67.74% |
| YTD |
|
|
+188.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.520 |
0.360 |
| 6M High / 6M Low: |
0.670 |
0.074 |
| High (YTD): |
31/05/2024 |
0.670 |
| Low (YTD): |
04/03/2024 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.443 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.82% |
| Volatility 6M: |
|
282.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
