UC WAR. CALL 12/24 ENL/ DE000HC30SV1 /
| 2024-10-15 9:46:36 PM | Chg.+0.0200 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +5.41% | 0.3800 Bid Size: 20,000 |
0.4000 Ask Size: 20,000 |
ENEL S.P.A. ... | 7.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC30SV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.16 |
| Parity: | 0.18 |
| Time value: | 0.20 |
| Break-even: | 7.38 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.02 |
| Spread %: | 5.56% |
| Delta: | 0.65 |
| Theta: | 0.00 |
| Omega: | 12.23 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3700 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +44.44% | ||
|---|---|---|---|
| 1 Month | +5.41% | ||
| 3 Months | +95.00% | ||
| YTD | +11.43% | ||
| 1 Year | +225.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.2500 |
| 6M High / 6M Low: | 0.4100 | 0.0550 |
| High (YTD): | 2024-10-01 | 0.4100 |
| Low (YTD): | 2024-04-10 | 0.0470 |
| 52W High: | 2024-10-01 | 0.4100 |
| 52W Low: | 2024-04-10 | 0.0470 |
| Avg. price 1W: | 0.2980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3281 | |
| Avg. volume 1M: | 4.7619 | |
| Avg. price 6M: | 0.2108 | |
| Avg. volume 6M: | 2.6923 | |
| Avg. price 1Y: | 0.2033 | |
| Avg. volume 1Y: | 6.0784 | |
| Volatility 1M: | 201.48% | |
| Volatility 6M: | 172.55% | |
| Volatility 1Y: | 162.03% | |
| Volatility 3Y: | - |
