UniCredit Call 6 ENL 18.12.2024
/ DE000HC30SU3
UniCredit Call 6 ENL 18.12.2024/ DE000HC30SU3 /
| 10/16/2024 10:06:10 AM |
Chg.+0.03 |
Bid10:24:38 AM |
Ask10:24:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+2.38% |
1.29
Bid Size: 100,000 |
1.30
Ask Size: 100,000 |
ENEL S.P.A. ... |
6.00 - |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
1/11/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
1.21 |
| Time value: |
0.07 |
| Break-even: |
7.28 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
5.20 |
| Rho: |
0.01 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.27% |
| 1 Month |
|
|
+4.03% |
| 3 Months |
|
|
+63.29% |
| YTD |
|
|
+43.33% |
| 1 Year |
|
|
+230.77% |
| 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): |
10/1/2024 |
1.27 |
| Low (YTD): |
4/10/2024 |
0.25 |
| 52W High: |
10/1/2024 |
1.27 |
| 52W Low: |
4/10/2024 |
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: |
|
- |
