UC WAR. CALL 06/25 ENL/ DE000HC7JAC0 /
2024-09-13 9:45:29 PM | Chg.+0.0100 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1700EUR | +6.25% | 0.1500 Bid Size: 35,000 |
0.1700 Ask Size: 35,000 |
ENEL S.P.A. ... | 8.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7JAC |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENEL S.P.A. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 8.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-21 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 33.72 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.17 |
Parity: | -0.92 |
Time value: | 0.21 |
Break-even: | 8.21 |
Moneyness: | 0.89 |
Premium: | 0.16 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.09 |
Spread %: | 75.00% |
Delta: | 0.31 |
Theta: | 0.00 |
Omega: | 10.37 |
Rho: | 0.01 |
Quote data
Open: | 0.1600 |
---|---|
High: | 0.1700 |
Low: | 0.1600 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.33% | ||
---|---|---|---|
1 Month | +109.88% | ||
3 Months | +146.38% | ||
YTD | -5.56% | ||
1 Year | +13.33% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.1500 |
---|---|---|
1M High / 1M Low: | 0.1700 | 0.0750 |
6M High / 6M Low: | 0.1700 | 0.0140 |
High (YTD): | 2024-01-15 | 0.1800 |
Low (YTD): | 2024-04-11 | 0.0140 |
52W High: | 2023-12-22 | 0.1900 |
52W Low: | 2024-04-11 | 0.0140 |
Avg. price 1W: | 0.1600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1123 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0851 | |
Avg. volume 6M: | 58.1395 | |
Avg. price 1Y: | 0.0971 | |
Avg. volume 1Y: | 33.9844 | |
Volatility 1M: | 95.21% | |
Volatility 6M: | 213.90% | |
Volatility 1Y: | 178.40% | |
Volatility 3Y: | - |