UC WAR. CALL 12/24 ENL/ DE000HC946M9 /
2024-09-13 9:46:07 PM | Chg.0.0000 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2600EUR | 0.00% | 0.2500 Bid Size: 25,000 |
0.2700 Ask Size: 25,000 |
ENEL S.P.A. ... | 7.20 - | 2024-12-18 | Call |
Master data
WKN: | HC946M |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENEL S.P.A. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 7.20 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-07 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 23.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.17 |
Parity: | -0.12 |
Time value: | 0.30 |
Break-even: | 7.50 |
Moneyness: | 0.98 |
Premium: | 0.06 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.09 |
Spread %: | 42.86% |
Delta: | 0.50 |
Theta: | 0.00 |
Omega: | 11.73 |
Rho: | 0.01 |
Quote data
Open: | 0.2600 |
---|---|
High: | 0.2700 |
Low: | 0.2600 |
Previous Close: | 0.2600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.04% | ||
---|---|---|---|
1 Month | +160.00% | ||
3 Months | +85.71% | ||
YTD | -7.14% | ||
1 Year | +36.84% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2600 | 0.2300 |
---|---|---|
1M High / 1M Low: | 0.2600 | 0.0800 |
6M High / 6M Low: | 0.2600 | 0.0340 |
High (YTD): | 2024-01-15 | 0.2700 |
Low (YTD): | 2024-04-10 | 0.0340 |
52W High: | 2023-12-29 | 0.2800 |
52W Low: | 2024-04-10 | 0.0340 |
Avg. price 1W: | 0.2500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1480 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1202 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1427 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 166.41% | |
Volatility 6M: | 192.52% | |
Volatility 1Y: | 174.14% | |
Volatility 3Y: | - |