UC WAR. CALL 12/24 ENL/ DE000HC37YA8 /
| 2024-08-09 11:45:16 AM | Chg.0.0000 | Bid1:31:58 PM | Ask1:31:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | 0.00% | 0.3200 Bid Size: 200,000 |
0.3300 Ask Size: 200,000 |
ENEL S.P.A. ... | 6.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC37YA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-16 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.17 |
| Parity: | -0.07 |
| Time value: | 0.42 |
| Break-even: | 6.92 |
| Moneyness: | 0.99 |
| Premium: | 0.08 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.15 |
| Spread %: | 55.56% |
| Delta: | 0.54 |
| Theta: | 0.00 |
| Omega: | 8.21 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3200 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.11% | ||
|---|---|---|---|
| 1 Month | -10.53% | ||
| 3 Months | -15.00% | ||
| YTD | -41.38% | ||
| 1 Year | -10.53% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.3100 |
| 6M High / 6M Low: | 0.5700 | 0.1200 |
| High (YTD): | 2024-01-15 | 0.5900 |
| Low (YTD): | 2024-04-11 | 0.1200 |
| 52W High: | 2024-01-15 | 0.5900 |
| 52W Low: | 2024-04-11 | 0.1200 |
| Avg. price 1W: | 0.3320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4213 | |
| Avg. volume 1M: | 6.5217 | |
| Avg. price 6M: | 0.3194 | |
| Avg. volume 6M: | 1.1811 | |
| Avg. price 1Y: | 0.3579 | |
| Avg. volume 1Y: | 170.1875 | |
| Volatility 1M: | 120.45% | |
| Volatility 6M: | 146.06% | |
| Volatility 1Y: | 133.24% | |
| Volatility 3Y: | - |
