UC WAR. CALL 06/24 ENL/ DE000HC946K3 /
| 2024-05-27 3:46:47 PM | Chg.+0.0150 | Bid5:10:45 PM | Ask5:10:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0630EUR | +31.25% | 0.0610 Bid Size: 175,000 |
0.0660 Ask Size: 175,000 |
ENEL S.P.A. ... | 6.80 - | 2024-06-19 | Call |
Master data
| WKN: | HC946K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.80 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-09-07 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 115.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.17 |
| Parity: | -0.24 |
| Time value: | 0.06 |
| Break-even: | 6.86 |
| Moneyness: | 0.96 |
| Premium: | 0.05 |
| Premium p.a.: | 1.04 |
| Spread abs.: | 0.02 |
| Spread %: | 54.05% |
| Delta: | 0.27 |
| Theta: | 0.00 |
| Omega: | 31.21 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0460 |
|---|---|
| High: | 0.0630 |
| Low: | 0.0460 |
| Previous Close: | 0.0480 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -51.54% | ||
|---|---|---|---|
| 1 Month | +152.00% | ||
| 3 Months | +103.23% | ||
| YTD | -78.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0480 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.0270 |
| 6M High / 6M Low: | 0.3000 | 0.0050 |
| High (YTD): | 2024-01-15 | 0.2800 |
| Low (YTD): | 2024-04-10 | 0.0050 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0876 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0922 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1166 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 452.98% | |
| Volatility 6M: | 336.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
