UC WAR. CALL 12/24 ENL/ DE000HC37YA8 /
| 9/13/2024 9:45:30 PM | Chg.+0.0100 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | +1.33% | 0.7500 Bid Size: 15,000 |
0.7700 Ask Size: 15,000 |
ENEL S.P.A. ... | 6.50 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 1/16/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.17 |
| Parity: | 0.58 |
| Time value: | 0.26 |
| Break-even: | 7.34 |
| Moneyness: | 1.09 |
| Premium: | 0.04 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.17 |
| Spread %: | 25.37% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 6.26 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7500 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.76% | ||
|---|---|---|---|
| 1 Month | +105.41% | ||
| 3 Months | +100.00% | ||
| YTD | +31.03% | ||
| 1 Year | +100.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 0.7600 | 0.3400 |
| 6M High / 6M Low: | 0.7600 | 0.1200 |
| High (YTD): | 9/10/2024 | 0.7600 |
| Low (YTD): | 4/11/2024 | 0.1200 |
| 52W High: | 9/10/2024 | 0.7600 |
| 52W Low: | 4/11/2024 | 0.1200 |
| Avg. price 1W: | 0.7320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5235 | |
| Avg. volume 1M: | 10.8696 | |
| Avg. price 6M: | 0.3765 | |
| Avg. volume 6M: | 3.1008 | |
| Avg. price 1Y: | 0.3691 | |
| Avg. volume 1Y: | 171.1641 | |
| Volatility 1M: | 93.97% | |
| Volatility 6M: | 143.69% | |
| Volatility 1Y: | 134.80% | |
| Volatility 3Y: | - |
