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UniCredit Call 6 ENL 18.12.2024/  DE000HC30SU3  /

Frankfurt Zert./HVB
2024-08-09  1:21:00 PM Chg.0.000 Bid1:49:11 PM Ask1:49:11 PM Underlying Strike price Expiration date Option type
0.660EUR 0.00% 0.640
Bid Size: 125,000		 0.650
Ask Size: 125,000		 ENEL S.P.A. ... 6.00 - 2024-12-18 Call
 

Master data

WKN: HC30SU
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2024-12-18
Issue date: 2023-01-11
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.57
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.43
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 0.43
Time value: 0.32
Break-even: 6.75
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.15
Spread %: 25.00%
Delta: 0.70
Theta: 0.00
Omega: 6.03
Rho: 0.01
 

Quote data

Open: 0.650
High: 0.680
Low: 0.650
Previous Close: 0.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month
  -8.33%
3 Months
  -8.33%
YTD
  -27.47%
1 Year  
+11.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.610
1M High / 1M Low: 0.900 0.610
6M High / 6M Low: 0.940 0.250
High (YTD): 2024-05-15 0.940
Low (YTD): 2024-04-10 0.250
52W High: 2024-05-15 0.940
52W Low: 2024-04-10 0.250
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.771
Avg. volume 1M:   0.000
Avg. price 6M:   0.592
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   103.58%
Volatility 6M:   123.81%
Volatility 1Y:   113.13%
Volatility 3Y:   -