UC WAR. CALL 06/25 ENL/ DE000HC7JAC0 /
| 09/08/2024 15:47:07 | Chg.-0.0070 | Bid16:28:15 | Ask16:28:15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0820EUR | -7.87% | 0.0750 Bid Size: 250,000 |
0.0800 Ask Size: 250,000 |
ENEL S.P.A. ... | 8.00 - | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 21/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 49.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | -1.57 |
| Time value: | 0.13 |
| Break-even: | 8.13 |
| Moneyness: | 0.80 |
| Premium: | 0.26 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.07 |
| Spread %: | 116.67% |
| Delta: | 0.20 |
| Theta: | 0.00 |
| Omega: | 9.86 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0780 |
|---|---|
| High: | 0.0850 |
| Low: | 0.0780 |
| Previous Close: | 0.0890 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.00% | ||
|---|---|---|---|
| 1 Month | -6.82% | ||
| 3 Months | -8.89% | ||
| YTD | -54.44% | ||
| 1 Year | -31.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1000 | 0.0720 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0720 |
| 6M High / 6M Low: | 0.1400 | 0.0140 |
| High (YTD): | 15/01/2024 | 0.1800 |
| Low (YTD): | 11/04/2024 | 0.0140 |
| 52W High: | 22/12/2023 | 0.1900 |
| 52W Low: | 11/04/2024 | 0.0140 |
| Avg. price 1W: | 0.0836 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1011 | |
| Avg. volume 1M: | 326.0870 | |
| Avg. price 6M: | 0.0730 | |
| Avg. volume 6M: | 68.5039 | |
| Avg. price 1Y: | 0.0991 | |
| Avg. volume 1Y: | 33.9844 | |
| Volatility 1M: | 184.12% | |
| Volatility 6M: | 219.67% | |
| Volatility 1Y: | 179.24% | |
| Volatility 3Y: | - |
