UniCredit Call 6.8 ENL 18.12.2024
/ DE000HC946L1
UniCredit Call 6.8 ENL 18.12.2024/ DE000HC946L1 /
| 7/12/2024 7:26:27 PM |
Chg.+0.040 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+14.29% |
0.320
Bid Size: 50,000 |
0.330
Ask Size: 50,000 |
ENEL S.P.A. ... |
6.80 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.17 |
| Parity: |
-0.01 |
| Time value: |
0.30 |
| Break-even: |
7.10 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
7.14% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
13.09 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+276.47% |
| YTD |
|
|
-25.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.280 |
0.180 |
| 6M High / 6M Low: |
0.420 |
0.062 |
| High (YTD): |
1/15/2024 |
0.420 |
| Low (YTD): |
4/10/2024 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.89% |
| Volatility 6M: |
|
179.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
