UC WAR. CALL 06/24 ENL/ DE000HC946K3 /
| 6/5/2024 1:45:04 PM | Chg.- | Bid2:12:22 PM | Ask6/5/2024 | 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 - | 6/19/2024 | 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: | 6/19/2024 |
| Issue date: | 9/7/2023 |
| Last trading day: | 6/5/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 40.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.17 |
| Parity: | 0.01 |
| Time value: | 0.16 |
| Break-even: | 6.97 |
| Moneyness: | 1.00 |
| Premium: | 0.02 |
| Premium p.a.: | 0.90 |
| Spread abs.: | 0.07 |
| Spread %: | 71.72% |
| Delta: | 0.53 |
| Theta: | -0.01 |
| Omega: | 21.38 |
| 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 | +127.27% | ||
|---|---|---|---|
| 1 Month | +257.14% | ||
| 3 Months | +172.73% | ||
| YTD | -48.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.0660 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.0420 |
| 6M High / 6M Low: | 0.3000 | 0.0050 |
| High (YTD): | 1/15/2024 | 0.2800 |
| Low (YTD): | 4/10/2024 | 0.0050 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1028 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1016 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1073 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 501.10% | |
| Volatility 6M: | 358.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
