UC WAR. CALL 06/24 ENL/ DE000HC2CTK9 /
| 02/05/2024 13:15:59 | Chg.- | Bid13:23:58 | Ask02/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | - | 0.7100 Bid Size: 80,000 |
- Ask Size: 80,000 |
ENEL S.P.A. ... | 5.60 - | 19/06/2024 | Call |
Master data
| WKN: | HC2CTK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.60 - |
| Maturity: | 19/06/2024 |
| Issue date: | 07/12/2022 |
| Last trading day: | 02/05/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 1.06 |
| Implied volatility: | - |
| Historic volatility: | 0.17 |
| Parity: | 1.06 |
| Time value: | -0.33 |
| Break-even: | 6.33 |
| Moneyness: | 1.19 |
| Premium: | -0.05 |
| Premium p.a.: | -0.64 |
| Spread abs.: | 0.03 |
| Spread %: | 4.29% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.7400 |
| Low: | 0.6500 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +50.00% | ||
| YTD | -38.46% | ||
| 1 Year | +1.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.7200 | 0.7200 |
| 6M High / 6M Low: | 1.2000 | 0.3300 |
| High (YTD): | 15/01/2024 | 1.2000 |
| Low (YTD): | 11/04/2024 | 0.3300 |
| 52W High: | 15/01/2024 | 1.2000 |
| 52W Low: | 11/04/2024 | 0.3300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7521 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7416 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 114.34% | |
| Volatility 1Y: | 106.92% | |
| Volatility 3Y: | - |
