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UniCredit Call 6.4 ENL 19.06.2024/  DE000HC37Y99  /

Frankfurt Zert./HVB
2024-05-31  7:31:57 PM Chg.+0.020 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
0.310EUR +6.90% 0.340
Bid Size: 15,000		 0.360
Ask Size: 15,000		 ENEL S.P.A. ... 6.40 - 2024-06-19 Call
 

Master data

WKN: HC37Y9
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 6.40 -
Maturity: 2024-06-19
Issue date: 2023-01-16
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.49
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.26
Implied volatility: 0.34
Historic volatility: 0.17
Parity: 0.26
Time value: 0.10
Break-even: 6.76
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.72
Theta: -0.01
Omega: 13.28
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.310
Low: 0.240
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.17%
1 Month  
+210.00%
3 Months  
+336.62%
YTD
  -39.22%
1 Year  
+10.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.230
1M High / 1M Low: 0.490 0.120
6M High / 6M Low: 0.510 0.024
High (YTD): 2024-01-15 0.510
Low (YTD): 2024-04-10 0.024
52W High: 2024-01-15 0.510
52W Low: 2024-04-10 0.024
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.247
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   341.28%
Volatility 6M:   270.03%
Volatility 1Y:   214.53%
Volatility 3Y:   -