UC WAR. CALL 12/24 ENL/ DE000HC946M9 /
| 10/15/2024 9:45:52 PM | Chg.+0.0100 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | +4.00% | 0.2500 Bid Size: 25,000 |
0.2700 Ask Size: 25,000 |
ENEL S.P.A. ... | 7.20 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 9/7/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 27.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.16 |
| Parity: | -0.02 |
| Time value: | 0.26 |
| Break-even: | 7.46 |
| Moneyness: | 1.00 |
| Premium: | 0.04 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.02 |
| Spread %: | 8.33% |
| Delta: | 0.53 |
| Theta: | 0.00 |
| Omega: | 14.58 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2600 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +52.94% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +85.71% | ||
| YTD | -7.14% | ||
| 1 Year | +168.04% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.1600 |
| 6M High / 6M Low: | 0.2800 | 0.0400 |
| High (YTD): | 10/1/2024 | 0.2800 |
| Low (YTD): | 4/10/2024 | 0.0340 |
| 52W High: | 10/1/2024 | 0.2800 |
| 52W Low: | 4/10/2024 | 0.0340 |
| Avg. price 1W: | 0.1940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2181 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1460 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1495 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 217.84% | |
| Volatility 6M: | 188.07% | |
| Volatility 1Y: | 174.64% | |
| Volatility 3Y: | - |
