UC WAR. CALL 06/25 ENL/ DE000HC7JAA4 /
| 8/9/2024 11:45:53 AM | Chg.-0.0100 | Bid1:40:45 PM | Ask1:40:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -1.30% | 0.7500 Bid Size: 150,000 |
0.7600 Ask Size: 150,000 |
ENEL S.P.A. ... | 6.00 - | 6/18/2025 | Call |
Master data
| WKN: | HC7JAA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/21/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.17 |
| Parity: | 0.43 |
| Time value: | 0.38 |
| Break-even: | 6.81 |
| Moneyness: | 1.07 |
| Premium: | 0.06 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.08 |
| Spread %: | 10.96% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 5.87 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.7600 |
| Low: | 0.7400 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.43% | ||
|---|---|---|---|
| 1 Month | -6.17% | ||
| 3 Months | -3.80% | ||
| YTD | -19.15% | ||
| 1 Year | +20.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 0.9600 | 0.7000 |
| 6M High / 6M Low: | 0.9900 | 0.3400 |
| High (YTD): | 6/5/2024 | 0.9900 |
| Low (YTD): | 4/11/2024 | 0.3400 |
| 52W High: | 6/5/2024 | 0.9900 |
| 52W Low: | 4/11/2024 | 0.3400 |
| Avg. price 1W: | 0.7500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8622 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6697 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6754 | |
| Avg. volume 1Y: | 15.6250 | |
| Volatility 1M: | 85.70% | |
| Volatility 6M: | 100.88% | |
| Volatility 1Y: | 94.21% | |
| Volatility 3Y: | - |
