UC WAR. CALL 06/25 ENI/ DE000HC7JAN7 /
| 2024-07-05 1:45:26 PM | Chg.-0.0200 | Bid2:31:09 PM | Ask2:31:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | -2.47% | 0.7700 Bid Size: 100,000 |
0.7800 Ask Size: 100,000 |
ENI S.P.A. | 15.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7JAN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.17 |
| Parity: | -0.39 |
| Time value: | 0.84 |
| Break-even: | 15.84 |
| Moneyness: | 0.97 |
| Premium: | 0.08 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 5.00% |
| Delta: | 0.55 |
| Theta: | 0.00 |
| Omega: | 9.58 |
| Rho: | 0.07 |
Quote data
| Open: | 0.8100 |
|---|---|
| High: | 0.8300 |
| Low: | 0.7900 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.72% | ||
|---|---|---|---|
| 1 Month | +27.42% | ||
| 3 Months | -46.62% | ||
| YTD | -49.03% | ||
| 1 Year | 0.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.4800 |
| 6M High / 6M Low: | 1.6000 | 0.4800 |
| High (YTD): | 2024-01-05 | 1.6000 |
| Low (YTD): | 2024-06-14 | 0.4800 |
| 52W High: | 2023-10-18 | 1.9800 |
| 52W Low: | 2024-06-14 | 0.4800 |
| Avg. price 1W: | 0.7760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9667 | |
| Avg. volume 6M: | 4.7402 | |
| Avg. price 1Y: | 1.1593 | |
| Avg. volume 1Y: | 2.3516 | |
| Volatility 1M: | 112.78% | |
| Volatility 6M: | 123.60% | |
| Volatility 1Y: | 108.80% | |
| Volatility 3Y: | - |
