UC WAR. CALL 12/24 ENL/ DE000HC946L1 /
| 2024-09-13 9:46:48 PM | Chg.0.0000 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | 0.00% | 0.5100 Bid Size: 15,000 |
0.5300 Ask Size: 15,000 |
ENEL S.P.A. ... | 6.80 - | 2024-12-18 | Call |
Master data
| WKN: | HC946L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.80 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-07 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.17 |
| Parity: | 0.28 |
| Time value: | 0.28 |
| Break-even: | 7.36 |
| Moneyness: | 1.04 |
| Premium: | 0.04 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.09 |
| Spread %: | 19.15% |
| Delta: | 0.67 |
| Theta: | 0.00 |
| Omega: | 8.49 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5300 |
| Low: | 0.5100 |
| Previous Close: | 0.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.87% | ||
|---|---|---|---|
| 1 Month | +131.82% | ||
| 3 Months | +104.00% | ||
| YTD | +18.60% | ||
| 1 Year | +82.14% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.2000 |
| 6M High / 6M Low: | 0.5200 | 0.0660 |
| High (YTD): | 2024-09-10 | 0.5200 |
| Low (YTD): | 2024-04-10 | 0.0660 |
| 52W High: | 2024-09-10 | 0.5200 |
| 52W Low: | 2024-04-10 | 0.0660 |
| Avg. price 1W: | 0.4960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3265 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2397 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2501 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 118.03% | |
| Volatility 6M: | 164.93% | |
| Volatility 1Y: | 150.96% | |
| Volatility 3Y: | - |
