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UniCredit Call 6.5 ENL 19.06.2024/  DE000HC2P012  /

Frankfurt Zert./HVB
2024-06-05  1:22:22 PM Chg.+0.090 Bid9:59:23 PM Ask2024-06-05 Underlying Strike price Expiration date Option type
0.390EUR +30.00% -
Bid Size: -		 -
Ask Size: -		 ENEL S.P.A. ... 6.50 - 2024-06-19 Call
 

Master data

WKN: HC2P01
Issuer: UniCredit
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-05
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.98
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.21
Implied volatility: 0.73
Historic volatility: 0.17
Parity: 0.21
Time value: 0.21
Break-even: 6.92
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 2.49
Spread abs.: 0.13
Spread %: 44.83%
Delta: 0.63
Theta: -0.02
Omega: 10.14
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.400
Low: 0.360
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+39.29%
1 Month  
+14.71%
3 Months  
+254.55%
YTD
  -13.33%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.280
1M High / 1M Low: 0.410 0.160
6M High / 6M Low: 0.450 0.016
High (YTD): 2024-01-15 0.440
Low (YTD): 2024-04-10 0.016
52W High: 2023-12-29 0.450
52W Low: 2024-04-10 0.016
Avg. price 1W:   0.323
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   0.231
Avg. volume 1Y:   0.000
Volatility 1M:   333.72%
Volatility 6M:   302.13%
Volatility 1Y:   236.40%
Volatility 3Y:   -