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UniCredit Call 6.5 ENL 18.12.2024/  DE000HC37YA8  /

Frankfurt Zert./HVB
7/12/2024  7:32:55 PM Chg.+0.050 Bid8:00:28 PM Ask8:00:28 PM Underlying Strike price Expiration date Option type
0.500EUR +11.11% 0.500
Bid Size: 20,000		 0.510
Ask Size: 20,000		 ENEL S.P.A. ... 6.50 - 12/18/2024 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: 12/18/2024
Issue date: 1/16/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.44
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.29
Implied volatility: 0.13
Historic volatility: 0.17
Parity: 0.29
Time value: 0.18
Break-even: 6.97
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.77
Theta: 0.00
Omega: 11.13
Rho: 0.02
 

Quote data

Open: 0.490
High: 0.500
Low: 0.470
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.05%
1 Month  
+19.05%
3 Months  
+233.33%
YTD
  -13.79%
1 Year  
+28.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.380
1M High / 1M Low: 0.450 0.280
6M High / 6M Low: 0.580 0.110
High (YTD): 1/15/2024 0.580
Low (YTD): 4/10/2024 0.110
52W High: 1/15/2024 0.580
52W Low: 4/10/2024 0.110
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   167.79%
Volatility 6M:   156.30%
Volatility 1Y:   136.59%
Volatility 3Y:   -