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UniCredit Call 6 ENL 18.06.2025/  DE000HC7JAA4  /

Frankfurt Zert./HVB
8/9/2024  11:57:08 AM Chg.+0.010 Bid12:11:40 PM Ask12:11:40 PM Underlying Strike price Expiration date Option type
0.770EUR +1.32% 0.760
Bid Size: 150,000		 0.770
Ask Size: 150,000		 ENEL S.P.A. ... 6.00 - 6/18/2025 Call
 

Master data

WKN: HC7JAA
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 6/18/2025
Issue date: 6/21/2023
Last trading day: 6/17/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.94
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.43
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.43
Time value: 0.38
Break-even: 6.81
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 10.96%
Delta: 0.74
Theta: 0.00
Omega: 5.87
Rho: 0.03
 

Quote data

Open: 0.760
High: 0.770
Low: 0.760
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.53%
1 Month
  -3.75%
3 Months
  -1.28%
YTD
  -18.09%
1 Year  
+24.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.700
1M High / 1M Low: 0.970 0.700
6M High / 6M Low: 0.980 0.330
High (YTD): 6/5/2024 0.980
Low (YTD): 4/11/2024 0.330
52W High: 6/5/2024 0.980
52W Low: 4/11/2024 0.330
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.857
Avg. volume 1M:   0.000
Avg. price 6M:   0.665
Avg. volume 6M:   0.000
Avg. price 1Y:   0.668
Avg. volume 1Y:   0.000
Volatility 1M:   87.75%
Volatility 6M:   103.64%
Volatility 1Y:   98.50%
Volatility 3Y:   -