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UniCredit Call 6.5 ENL 18.12.2024/  DE000HC37YA8  /

Frankfurt Zert./HVB
09/08/2024  19:31:59 Chg.-0.010 Bid21:59:10 Ask21:59:10 Underlying Strike price Expiration date Option type
0.330EUR -2.94% 0.330
Bid Size: 25,000		 0.350
Ask Size: 25,000		 ENEL S.P.A. ... 6.50 - 18/12/2024 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: 18/12/2024
Issue date: 16/01/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.30
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -0.07
Time value: 0.42
Break-even: 6.92
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.23
Spread abs.: 0.15
Spread %: 55.56%
Delta: 0.54
Theta: 0.00
Omega: 8.21
Rho: 0.01
 

Quote data

Open: 0.330
High: 0.340
Low: 0.300
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.16%
3 Months
  -17.50%
YTD
  -43.10%
1 Year
  -13.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.310
1M High / 1M Low: 0.500 0.310
6M High / 6M Low: 0.560 0.110
High (YTD): 15/01/2024 0.580
Low (YTD): 10/04/2024 0.110
52W High: 15/01/2024 0.580
52W Low: 10/04/2024 0.110
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   138.80%
Volatility 6M:   156.41%
Volatility 1Y:   139.31%
Volatility 3Y:   -