UC WAR. CALL 12/24 ENL/ DE000HC30SU3 /
| 13/09/2024 21:45:31 | Chg.+0.0100 | Bid21:59:20 | Ask21:59:20 | 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 - | 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: | 5.49 |
| 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 | +72.86% | ||
| 3 Months | +120.00% | ||
| YTD | +34.44% | ||
| 1 Year | +68.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2100 | 1.1600 |
|---|---|---|
| 1M High / 1M Low: | 1.2100 | 0.7000 |
| 6M High / 6M Low: | 1.2100 | 0.2600 |
| High (YTD): | 13/09/2024 | 1.2100 |
| Low (YTD): | 10/04/2024 | 0.2600 |
| 52W High: | 13/09/2024 | 1.2100 |
| 52W Low: | 10/04/2024 | 0.2600 |
| Avg. price 1W: | 1.1940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9517 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6975 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6478 | |
| Avg. volume 1Y: | 47.3906 | |
| Volatility 1M: | 54.46% | |
| Volatility 6M: | 113.43% | |
| Volatility 1Y: | 107.84% | |
| Volatility 3Y: | - |
