UniCredit Call 6.5 ENL 18.12.2024
/ DE000HC37YA8
UniCredit Call 6.5 ENL 18.12.2024/ DE000HC37YA8 /
| 15/10/2024 21:20:35 |
Chg.0.000 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
0.68 |
| Time value: |
0.11 |
| Break-even: |
7.29 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
7.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.780 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.88% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
+34.48% |
| 1 Year |
|
|
+254.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.610 |
| 1M High / 1M Low: |
0.810 |
0.570 |
| 6M High / 6M Low: |
0.810 |
0.130 |
| High (YTD): |
01/10/2024 |
0.810 |
| Low (YTD): |
11/04/2024 |
0.120 |
| 52W High: |
01/10/2024 |
0.810 |
| 52W Low: |
11/04/2024 |
0.120 |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.401 |
| Avg. volume 1Y: |
|
62.500 |
| Volatility 1M: |
|
128.35% |
| Volatility 6M: |
|
152.79% |
| Volatility 1Y: |
|
143.40% |
| Volatility 3Y: |
|
- |
