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UniCredit Call 5 ENL 18.12.2024/  DE000HC30ST5  /

Frankfurt Zert./HVB
2024-08-09  6:25:11 PM Chg.-0.040 Bid2024-08-09 Ask2024-08-09 Underlying Strike price Expiration date Option type
1.510EUR -2.58% 1.510
Bid Size: 30,000		 1.520
Ask Size: 30,000		 ENEL S.P.A. ... 5.00 - 2024-12-18 Call
 

Master data

WKN: HC30ST
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-12-18
Issue date: 2023-01-11
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.92
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.43
Implied volatility: 0.47
Historic volatility: 0.17
Parity: 1.43
Time value: 0.21
Break-even: 6.64
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 10.07%
Delta: 0.86
Theta: 0.00
Omega: 3.37
Rho: 0.01
 

Quote data

Open: 1.550
High: 1.560
Low: 1.490
Previous Close: 1.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.21%
1 Month
  -9.04%
3 Months
  -5.63%
YTD
  -14.20%
1 Year  
+21.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.560 1.440
1M High / 1M Low: 1.880 1.440
6M High / 6M Low: 1.880 0.860
High (YTD): 2024-07-12 1.880
Low (YTD): 2024-04-10 0.860
52W High: 2024-07-12 1.880
52W Low: 2023-10-03 0.800
Avg. price 1W:   1.510
Avg. volume 1W:   0.000
Avg. price 1M:   1.692
Avg. volume 1M:   0.000
Avg. price 6M:   1.413
Avg. volume 6M:   61.402
Avg. price 1Y:   1.378
Avg. volume 1Y:   32.406
Volatility 1M:   59.54%
Volatility 6M:   70.96%
Volatility 1Y:   69.32%
Volatility 3Y:   -