UC WAR. CALL 06/24 ENL/ DE000HC2W2C9 /
| 2024-05-15 11:45:33 AM | Chg.- | Bid11:46:10 AM | Ask2024-05-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | - | - Bid Size: 70,000 |
- Ask Size: 70,000 |
ENEL S.P.A. ... | 6.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2W2C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-05-15 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.71 |
| Implied volatility: | 0.96 |
| Historic volatility: | 0.17 |
| Parity: | 0.71 |
| Time value: | 0.13 |
| Break-even: | 6.84 |
| Moneyness: | 1.12 |
| Premium: | 0.02 |
| Premium p.a.: | 1.18 |
| Spread abs.: | -0.02 |
| Spread %: | -2.33% |
| Delta: | 0.80 |
| Theta: | -0.02 |
| Omega: | 6.36 |
| Rho: | 0.00 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.8300 |
| Low: | 0.7700 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +6.41% | ||
| 3 Months | +130.56% | ||
| YTD | +2.47% | ||
| 1 Year | +72.92% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.7700 |
| 6M High / 6M Low: | 0.8300 | 0.1200 |
| High (YTD): | 2024-05-15 | 0.8300 |
| Low (YTD): | 2024-04-11 | 0.1200 |
| 52W High: | 2024-05-15 | 0.8300 |
| 52W Low: | 2024-04-11 | 0.1200 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4511 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4750 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 77.65% | |
| Volatility 6M: | 176.30% | |
| Volatility 1Y: | 148.36% | |
| Volatility 3Y: | - |
