OverviewChartNewsTraderScreen

UniCredit Call 65 NEE 19.06.2024/  DE000HC40GL6  /

Frankfurt Zert./HVB
2024-06-07  7:33:33 PM Chg.-0.130 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
8.490EUR -1.51% 8.110
Bid Size: 8,000		 8.150
Ask Size: 8,000		 NextEra Energy Inc 65.00 - 2024-06-19 Call
 

Master data

WKN: HC40GL
Issuer: UniCredit
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-19
Issue date: 2023-02-10
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 8.56
Leverage: Yes

Calculated values

Fair value: 4.94
Intrinsic value: 4.80
Implied volatility: 1.15
Historic volatility: 0.26
Parity: 4.80
Time value: 3.35
Break-even: 73.15
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 3.75
Spread abs.: 0.04
Spread %: 0.49%
Delta: 0.68
Theta: -0.23
Omega: 5.80
Rho: 0.01
 

Quote data

Open: 8.520
High: 8.620
Low: 8.270
Previous Close: 8.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month  
+34.98%
3 Months  
+664.86%
YTD  
+250.83%
1 Year  
+34.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.620 8.490
1M High / 1M Low: 8.650 6.290
6M High / 6M Low: 8.650 0.500
High (YTD): 2024-05-31 8.650
Low (YTD): 2024-03-04 0.500
52W High: 2024-05-31 8.650
52W Low: 2024-03-04 0.500
Avg. price 1W:   8.568
Avg. volume 1W:   0.000
Avg. price 1M:   8.049
Avg. volume 1M:   0.000
Avg. price 6M:   3.008
Avg. volume 6M:   0.000
Avg. price 1Y:   3.509
Avg. volume 1Y:   0.000
Volatility 1M:   68.18%
Volatility 6M:   226.37%
Volatility 1Y:   190.77%
Volatility 3Y:   -