UC WAR. CALL 06/25 ENL/ DE000HC7JAC0 /
| 9/13/2024 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 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 6/21/2023 |
| Last trading day: | 6/17/2025 |
| 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 | +102.38% | ||
| 3 Months | +86.81% | ||
| YTD | -5.56% | ||
| 1 Year | +41.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0750 |
| 6M High / 6M Low: | 0.1600 | 0.0140 |
| High (YTD): | 1/15/2024 | 0.1800 |
| Low (YTD): | 4/11/2024 | 0.0140 |
| 52W High: | 12/22/2023 | 0.1900 |
| 52W Low: | 4/11/2024 | 0.0140 |
| Avg. price 1W: | 0.1560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1086 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0843 | |
| Avg. volume 6M: | 58.1395 | |
| Avg. price 1Y: | 0.0969 | |
| Avg. volume 1Y: | 33.9844 | |
| Volatility 1M: | 97.67% | |
| Volatility 6M: | 215.97% | |
| Volatility 1Y: | 179.90% | |
| Volatility 3Y: | - |
