UniCredit Call 6.4 ENL 19.06.2024
/ DE000HC37Y99
UniCredit Call 6.4 ENL 19.06.2024/ DE000HC37Y99 /
| 2024-06-05 1:20:34 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
2024-06-05 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.17 |
| Parity: |
0.31 |
| Time value: |
0.20 |
| Break-even: |
6.91 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
2.29 |
| Spread abs.: |
0.12 |
| Spread %: |
30.77% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
8.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.410 |
| High: |
0.490 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.64% |
| 1 Month |
|
|
+19.51% |
| 3 Months |
|
|
+226.67% |
| YTD |
|
|
-3.92% |
| 1 Year |
|
|
+63.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.390 |
| 1M High / 1M Low: |
0.490 |
0.240 |
| 6M High / 6M Low: |
0.520 |
0.026 |
| High (YTD): |
2024-01-15 |
0.510 |
| Low (YTD): |
2024-04-10 |
0.026 |
| 52W High: |
2023-12-14 |
0.520 |
| 52W Low: |
2024-04-10 |
0.026 |
| Avg. price 1W: |
|
0.427 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.271 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
264.75% |
| Volatility 6M: |
|
265.60% |
| Volatility 1Y: |
|
217.03% |
| Volatility 3Y: |
|
- |
