UC WAR. CALL 06/25 ENL/ DE000HC82JV1 /
| 10/16/2024 9:45:10 AM | Chg.+0.0100 | Bid10:12:43 AM | Ask10:12:43 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3000EUR | +3.45% | 0.3000 Bid Size: 225,000 |
0.3100 Ask Size: 225,000 |
ENEL S.P.A. ... | 7.50 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 7/17/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.16 |
| Parity: | -0.29 |
| Time value: | 0.30 |
| Break-even: | 7.80 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.02 |
| Spread %: | 7.14% |
| Delta: | 0.47 |
| Theta: | 0.00 |
| Omega: | 11.25 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3000 |
| Low: | 0.3000 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +30.43% | ||
|---|---|---|---|
| 1 Month | -3.23% | ||
| 3 Months | +76.47% | ||
| YTD | +7.14% | ||
| 1 Year | +172.73% | ||
| 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): | 9/17/2024 | 0.3200 |
| Low (YTD): | 4/11/2024 | 0.0420 |
| 52W High: | 9/17/2024 | 0.3200 |
| 52W Low: | 4/11/2024 | 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: | - |
