UC WAR. CALL 12/24 ENL/ DE000HC30SU3 /
| 15/10/2024 21:45:50 | Chg.+0.0200 | Bid21:59:02 | Ask21:59:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | +1.60% | 1.2600 Bid Size: 14,000 |
1.2800 Ask Size: 14,000 |
ENEL S.P.A. ... | 6.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC30SU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.21 |
|---|---|
| Intrinsic value: | 1.18 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.16 |
| Parity: | 1.18 |
| Time value: | 0.08 |
| Break-even: | 7.26 |
| Moneyness: | 1.20 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 1.61% |
| Delta: | 0.91 |
| Theta: | 0.00 |
| Omega: | 5.16 |
| Rho: | 0.01 |
Quote data
| Open: | 1.2700 |
|---|---|
| High: | 1.3000 |
| Low: | 1.2700 |
| Previous Close: | 1.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.45% | ||
|---|---|---|---|
| 1 Month | +2.42% | ||
| 3 Months | +60.76% | ||
| YTD | +41.11% | ||
| 1 Year | +225.64% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2700 | 1.0700 |
|---|---|---|
| 1M High / 1M Low: | 1.2700 | 1.0300 |
| 6M High / 6M Low: | 1.2700 | 0.2800 |
| High (YTD): | 15/10/2024 | 1.2700 |
| Low (YTD): | 10/04/2024 | 0.2600 |
| 52W High: | 15/10/2024 | 1.2700 |
| 52W Low: | 10/04/2024 | 0.2600 |
| Avg. price 1W: | 1.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1659 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8248 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7071 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 83.68% | |
| Volatility 6M: | 104.57% | |
| Volatility 1Y: | 103.38% | |
| Volatility 3Y: | - |
