OverviewChartNewsTraderScreen

UniCredit Call 6.4 ENL 19.06.2024/  DE000HC37Y99  /

Frankfurt Zert./HVB
05/06/2024  13:26:11 Chg.+0.100 Bid21:59:21 Ask05/06/2024 Underlying Strike price Expiration date Option type
0.480EUR +26.32% -
Bid Size: -		 -
Ask Size: -		 ENEL S.P.A. ... 6.40 - 19/06/2024 Call
 

Master data

WKN: HC37Y9
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 6.40 -
Maturity: 19/06/2024
Issue date: 16/01/2023
Last trading day: 05/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.33
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 0.54
Historic volatility: 0.17
Parity: 0.40
Time value: 0.11
Break-even: 6.91
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.64
Spread abs.: 0.12
Spread %: 30.77%
Delta: 0.75
Theta: -0.01
Omega: 10.00
Rho: 0.00
 

Quote data

Open: 0.430
High: 0.500
Low: 0.430
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+54.84%
1 Month  
+182.35%
3 Months  
+200.00%
YTD
  -5.88%
1 Year  
+71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.310
1M High / 1M Low: 0.490 0.170
6M High / 6M Low: 0.510 0.024
High (YTD): 15/01/2024 0.510
Low (YTD): 10/04/2024 0.024
52W High: 15/01/2024 0.510
52W Low: 10/04/2024 0.024
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.272
Avg. volume 1Y:   0.000
Volatility 1M:   326.51%
Volatility 6M:   274.85%
Volatility 1Y:   216.74%
Volatility 3Y:   -