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UniCredit Call 6.5 ENL 18.12.2024/  DE000HC37YA8  /

Frankfurt Zert./HVB
6/7/2024  7:39:47 PM Chg.-0.050 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.470EUR -9.62% 0.460
Bid Size: 20,000		 0.480
Ask Size: 20,000		 ENEL S.P.A. ... 6.50 - 12/18/2024 Call
 

Master data

WKN: HC37YA
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 12/18/2024
Issue date: 1/16/2023
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.98
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.21
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 0.21
Time value: 0.27
Break-even: 6.98
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.70
Theta: 0.00
Omega: 9.81
Rho: 0.02
 

Quote data

Open: 0.520
High: 0.520
Low: 0.450
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.82%
1 Month  
+38.24%
3 Months  
+95.83%
YTD
  -18.97%
1 Year  
+34.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.470
1M High / 1M Low: 0.560 0.340
6M High / 6M Low: 0.580 0.110
High (YTD): 1/15/2024 0.580
Low (YTD): 4/10/2024 0.110
52W High: 1/15/2024 0.580
52W Low: 4/10/2024 0.110
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   0.352
Avg. volume 1Y:   0.000
Volatility 1M:   164.09%
Volatility 6M:   142.53%
Volatility 1Y:   130.26%
Volatility 3Y:   -