UC WAR. CALL 06/25 ENL/ DE000HC82JV1 /
2024-10-15 9:46:30 PM | Chg.+0.0100 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2900EUR | +3.57% | 0.2800 Bid Size: 30,000 |
0.3000 Ask Size: 30,000 |
ENEL S.P.A. ... | 7.50 - | 2025-06-18 | Call |
Master data
WKN: | HC82JV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENEL S.P.A. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 7.50 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-07-17 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 23.92 |
Leverage: | Yes |
Calculated values
Fair value: | 0.31 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.16 |
Historic volatility: | 0.16 |
Parity: | -0.32 |
Time value: | 0.30 |
Break-even: | 7.80 |
Moneyness: | 0.96 |
Premium: | 0.09 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.02 |
Spread %: | 7.14% |
Delta: | 0.46 |
Theta: | 0.00 |
Omega: | 10.94 |
Rho: | 0.02 |
Quote data
Open: | 0.2900 |
---|---|
High: | 0.3000 |
Low: | 0.2900 |
Previous Close: | 0.2800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +26.09% | ||
---|---|---|---|
1 Month | -6.45% | ||
3 Months | +70.59% | ||
YTD | +3.57% | ||
1 Year | +163.64% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2900 | 0.2200 |
---|---|---|
1M High / 1M Low: | 0.3200 | 0.2200 |
6M High / 6M Low: | 0.3200 | 0.0500 |
High (YTD): | 2024-09-17 | 0.3200 |
Low (YTD): | 2024-04-11 | 0.0420 |
52W High: | 2024-09-17 | 0.3200 |
52W Low: | 2024-04-11 | 0.0420 |
Avg. price 1W: | 0.2540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2655 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1877 | |
Avg. volume 6M: | 23.0769 | |
Avg. price 1Y: | 0.1744 | |
Avg. volume 1Y: | 13.8672 | |
Volatility 1M: | 140.88% | |
Volatility 6M: | 146.45% | |
Volatility 1Y: | 146.53% | |
Volatility 3Y: | - |