UC WAR. CALL 12/24 ENL/ DE000HC30ST5 /
| 13/09/2024 21:46:58 | Chg.+0.0200 | Bid21:53:26 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1700EUR | +0.93% | 2.1700 Bid Size: 14,000 |
- Ask Size: - |
ENEL S.P.A. ... | 5.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC30ST |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.13 |
|---|---|
| Intrinsic value: | 2.08 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.17 |
| Parity: | 2.08 |
| Time value: | 0.08 |
| Break-even: | 7.16 |
| Moneyness: | 1.42 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.09 |
| Spread %: | 4.35% |
| Delta: | 0.95 |
| Theta: | 0.00 |
| Omega: | 3.13 |
| Rho: | 0.01 |
Quote data
| Open: | 2.1700 |
|---|---|
| High: | 2.1800 |
| Low: | 2.1500 |
| Previous Close: | 2.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.34% | ||
|---|---|---|---|
| 1 Month | +35.63% | ||
| 3 Months | +58.39% | ||
| YTD | +23.30% | ||
| 1 Year | +49.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1700 | 2.1200 |
|---|---|---|
| 1M High / 1M Low: | 2.1700 | 1.6000 |
| 6M High / 6M Low: | 2.1700 | 0.8800 |
| High (YTD): | 13/09/2024 | 2.1700 |
| Low (YTD): | 11/04/2024 | 0.8800 |
| 52W High: | 13/09/2024 | 2.1700 |
| 52W Low: | 03/10/2023 | 0.8000 |
| Avg. price 1W: | 2.1520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5597 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4411 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 32.00% | |
| Volatility 6M: | 66.27% | |
| Volatility 1Y: | 67.10% | |
| Volatility 3Y: | - |
