UC WAR. CALL 06/25 ENL/ DE000HC7JAB2 /
| 2024-09-13 9:47:07 PM | Chg.+0.0100 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5300EUR | +1.92% | 0.5200 Bid Size: 20,000 |
0.5400 Ask Size: 20,000 |
ENEL S.P.A. ... | 7.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7JAB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.17 |
| Parity: | 0.08 |
| Time value: | 0.49 |
| Break-even: | 7.57 |
| Moneyness: | 1.01 |
| Premium: | 0.07 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.09 |
| Spread %: | 18.75% |
| Delta: | 0.63 |
| Theta: | 0.00 |
| Omega: | 7.79 |
| Rho: | 0.03 |
Quote data
| Open: | 0.5200 |
|---|---|
| High: | 0.5400 |
| Low: | 0.5200 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.77% | ||
|---|---|---|---|
| 1 Month | +89.29% | ||
| 3 Months | +76.67% | ||
| YTD | +23.26% | ||
| 1 Year | +89.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.2600 |
| 6M High / 6M Low: | 0.5300 | 0.0870 |
| High (YTD): | 2024-09-11 | 0.5300 |
| Low (YTD): | 2024-04-11 | 0.0870 |
| 52W High: | 2024-09-11 | 0.5300 |
| 52W Low: | 2024-04-11 | 0.0870 |
| Avg. price 1W: | 0.5100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2799 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2757 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 84.66% | |
| Volatility 6M: | 145.64% | |
| Volatility 1Y: | 131.86% | |
| Volatility 3Y: | - |
