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UniCredit Call 6.4 ENL 19.06.2024/  DE000HC37Y99  /

Frankfurt Zert./HVB
2024-05-17  11:29:29 AM Chg.0.000 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.470EUR 0.00% 0.470
Bid Size: 80,000		 0.480
Ask Size: 80,000		 ENEL S.P.A. ... 6.40 - 2024-06-19 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: 2024-06-19
Issue date: 2023-01-16
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.21
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.42
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.42
Time value: 0.06
Break-even: 6.88
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.84
Theta: 0.00
Omega: 12.00
Rho: 0.00
 

Quote data

Open: 0.480
High: 0.480
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.90%
1 Month  
+1170.27%
3 Months  
+416.48%
YTD
  -7.84%
1 Year  
+38.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.390
1M High / 1M Low: 0.490 0.037
6M High / 6M Low: 0.510 0.024
High (YTD): 2024-01-15 0.510
Low (YTD): 2024-04-10 0.024
52W High: 2024-01-15 0.510
52W Low: 2024-04-10 0.024
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.270
Avg. volume 1Y:   0.000
Volatility 1M:   315.77%
Volatility 6M:   259.63%
Volatility 1Y:   208.34%
Volatility 3Y:   -