UC WAR. CALL 06/24 ENL/ DE000HC1S8A7 /
| 10/05/2024 13:47:08 | Chg.- | Bid14:22:39 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6500EUR | - | 1.6500 Bid Size: 70,000 |
- Ask Size: - |
ENEL S.P.A. ... | 5.10 - | 19/06/2024 | Call |
Master data
| WKN: | HC1S8A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.10 - |
| Maturity: | 19/06/2024 |
| Issue date: | 14/11/2022 |
| Last trading day: | 13/05/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.58 |
|---|---|
| Intrinsic value: | 1.58 |
| Implied volatility: | 1.48 |
| Historic volatility: | 0.17 |
| Parity: | 1.58 |
| Time value: | 0.07 |
| Break-even: | 6.75 |
| Moneyness: | 1.31 |
| Premium: | 0.01 |
| Premium p.a.: | 0.62 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.91 |
| Theta: | -0.02 |
| Omega: | 3.68 |
| Rho: | 0.00 |
Quote data
| Open: | 1.4900 |
|---|---|
| High: | 1.6500 |
| Low: | 1.4900 |
| Previous Close: | 1.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +43.48% | ||
| YTD | -0.60% | ||
| 1 Year | +52.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | 1.7000 | 0.7300 |
| High (YTD): | 15/01/2024 | 1.7000 |
| Low (YTD): | 11/04/2024 | 0.7300 |
| 52W High: | 15/01/2024 | 1.7000 |
| 52W Low: | 03/10/2023 | 0.6900 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | 1.2031 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1651 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 77.63% | |
| Volatility 1Y: | 77.33% | |
| Volatility 3Y: | - |
