UniCredit Call 6 ENL 18.12.2024
/ DE000HC30SU3
UniCredit Call 6 ENL 18.12.2024/ DE000HC30SU3 /
15/10/2024 20:23:16 |
Chg.+0.02 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.26EUR |
+1.61% |
- Bid Size: - |
- Ask Size: - |
ENEL S.P.A. ... |
6.00 - |
18/12/2024 |
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: |
18/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
1.18 |
Implied volatility: |
0.36 |
Historic volatility: |
0.16 |
Parity: |
1.18 |
Time value: |
0.08 |
Break-even: |
7.26 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
1.61% |
Delta: |
0.91 |
Theta: |
0.00 |
Omega: |
5.16 |
Rho: |
0.01 |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.26 |
Previous Close: |
1.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.55% |
1 Month |
|
|
+1.61% |
3 Months |
|
|
+59.49% |
YTD |
|
|
+40.00% |
1 Year |
|
|
+223.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.26 |
1.06 |
1M High / 1M Low: |
1.27 |
1.00 |
6M High / 6M Low: |
1.27 |
0.28 |
High (YTD): |
01/10/2024 |
1.27 |
Low (YTD): |
10/04/2024 |
0.25 |
52W High: |
01/10/2024 |
1.27 |
52W Low: |
10/04/2024 |
0.25 |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.82 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.70 |
Avg. volume 1Y: |
|
1.95 |
Volatility 1M: |
|
87.22% |
Volatility 6M: |
|
110.27% |
Volatility 1Y: |
|
109.97% |
Volatility 3Y: |
|
- |