UC WAR. CALL 06/24 ENL/ DE000HC946K3 /
| 05/06/2024 13:45:04 | Chg.- | Bid14:12:22 | Ask05/06/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | - | 0.1500 Bid Size: 150,000 |
- Ask Size: 150,000 |
ENEL S.P.A. ... | 6.80 - | 19/06/2024 | Call |
Master data
| WKN: | HC946K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.80 - |
| Maturity: | 19/06/2024 |
| Issue date: | 07/09/2023 |
| Last trading day: | 05/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 39.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.17 |
| Parity: | -0.09 |
| Time value: | 0.17 |
| Break-even: | 6.97 |
| Moneyness: | 0.99 |
| Premium: | 0.04 |
| Premium p.a.: | 3.67 |
| Spread abs.: | 0.07 |
| Spread %: | 71.72% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 17.84 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1000 |
| Previous Close: | 0.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +57.89% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +172.73% | ||
| YTD | -48.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.0950 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.0430 |
| 6M High / 6M Low: | 0.3000 | 0.0050 |
| High (YTD): | 15/01/2024 | 0.2800 |
| Low (YTD): | 10/04/2024 | 0.0050 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1150 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1078 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1052 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 433.19% | |
| Volatility 6M: | 361.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
