UC WAR. CALL 06/25 ENL/ DE000HC7JA99 /
| 16/07/2024 09:45:42 | Chg.- | Bid12:00:22 | Ask11:28:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2600EUR | - | 1.2300 Bid Size: 100,000 |
- Ask Size: 100,000 |
ENEL S.P.A. ... | 5.50 - | 18/06/2025 | Call |
Master data
| WKN: | HC7JA9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.50 - |
| Maturity: | 18/06/2025 |
| Issue date: | 21/06/2023 |
| Last trading day: | 16/07/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | 0.93 |
| Time value: | 0.32 |
| Break-even: | 6.75 |
| Moneyness: | 1.17 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | -0.02 |
| Spread %: | -1.57% |
| Delta: | 0.82 |
| Theta: | 0.00 |
| Omega: | 4.24 |
| Rho: | 0.03 |
Quote data
| Open: | 1.2600 |
|---|---|
| High: | 1.2600 |
| Low: | 1.2600 |
| Previous Close: | 1.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +5.88% | ||
| 3 Months | +7.69% | ||
| YTD | -3.82% | ||
| 1 Year | +40.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.3900 | 1.1900 |
| 6M High / 6M Low: | 1.4000 | 0.5700 |
| High (YTD): | 05/06/2024 | 1.4000 |
| Low (YTD): | 11/04/2024 | 0.5700 |
| 52W High: | 05/06/2024 | 1.4000 |
| 52W Low: | 03/10/2023 | 0.5400 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.2883 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9741 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9782 | |
| Avg. volume 1Y: | 16.7364 | |
| Volatility 1M: | 88.38% | |
| Volatility 6M: | 85.19% | |
| Volatility 1Y: | 80.36% | |
| Volatility 3Y: | - |
