UC WAR. CALL 12/24 ENL/ DE000HC30SU3 /
2024-09-13 9:45:31 PM | Chg.+0.0100 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2100EUR | +0.83% | 1.2000 Bid Size: 15,000 |
1.2200 Ask Size: 15,000 |
ENEL S.P.A. ... | 6.00 - | 2024-12-18 | 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: | 2024-12-18 |
Issue date: | 2023-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.49 |
Leverage: | Yes |
Calculated values
Fair value: | 1.14 |
---|---|
Intrinsic value: | 1.08 |
Implied volatility: | 0.41 |
Historic volatility: | 0.17 |
Parity: | 1.08 |
Time value: | 0.21 |
Break-even: | 7.29 |
Moneyness: | 1.18 |
Premium: | 0.03 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.17 |
Spread %: | 15.18% |
Delta: | 0.83 |
Theta: | 0.00 |
Omega: | 4.53 |
Rho: | 0.01 |
Quote data
Open: | 1.2100 |
---|---|
High: | 1.2200 |
Low: | 1.2000 |
Previous Close: | 1.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.08% | ||
---|---|---|---|
1 Month | +65.75% | ||
3 Months | +70.42% | ||
YTD | +34.44% | ||
1 Year | +98.36% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2000 | 1.1300 |
---|---|---|
1M High / 1M Low: | 1.2000 | 0.7000 |
6M High / 6M Low: | 1.2000 | 0.2600 |
High (YTD): | 2024-09-12 | 1.2000 |
Low (YTD): | 2024-04-10 | 0.2600 |
52W High: | 2024-09-12 | 1.2000 |
52W Low: | 2024-04-10 | 0.2600 |
Avg. price 1W: | 1.1780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9309 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6924 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.6455 | |
Avg. volume 1Y: | 47.3906 | |
Volatility 1M: | 58.72% | |
Volatility 6M: | 114.27% | |
Volatility 1Y: | 109.21% | |
Volatility 3Y: | - |