UC WAR. CALL 06/25 ENL/ DE000HC7JAB2 /
| 7/12/2024 3:45:42 PM | Chg.+0.0200 | Bid5:25:47 PM | Ask5:25:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | +6.06% | 0.3600 Bid Size: 200,000 |
0.3700 Ask Size: 200,000 |
ENEL S.P.A. ... | 7.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 6/21/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.17 |
| Parity: | -0.21 |
| Time value: | 0.34 |
| Break-even: | 7.34 |
| Moneyness: | 0.97 |
| Premium: | 0.08 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 6.25% |
| Delta: | 0.53 |
| Theta: | 0.00 |
| Omega: | 10.66 |
| Rho: | 0.03 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3500 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.90% | ||
|---|---|---|---|
| 1 Month | +6.06% | ||
| 3 Months | +191.67% | ||
| YTD | -18.60% | ||
| 1 Year | +16.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.2300 |
| 6M High / 6M Low: | 0.4400 | 0.0870 |
| High (YTD): | 1/15/2024 | 0.4400 |
| Low (YTD): | 4/11/2024 | 0.0870 |
| 52W High: | 1/15/2024 | 0.4400 |
| 52W Low: | 4/11/2024 | 0.0870 |
| Avg. price 1W: | 0.3080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2805 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2393 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2692 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 140.55% | |
| Volatility 6M: | 152.05% | |
| Volatility 1Y: | 130.54% | |
| Volatility 3Y: | - |
