UC WAR. CALL 06/25 ENI/ DE000HC7JAM9 /
| 2024-08-08 9:45:38 AM | Chg.-0.0900 | Bid11:30:40 AM | Ask11:30:40 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2900EUR | -3.78% | 2.2900 Bid Size: 50,000 |
2.3000 Ask Size: 50,000 |
ENI S.P.A. | 12.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7JAM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.69 |
|---|---|
| Intrinsic value: | 2.22 |
| Implied volatility: | - |
| Historic volatility: | 0.18 |
| Parity: | 2.22 |
| Time value: | 0.15 |
| Break-even: | 14.37 |
| Moneyness: | 1.18 |
| Premium: | 0.01 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.04 |
| Spread %: | 1.72% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.3000 |
|---|---|
| High: | 2.3000 |
| Low: | 2.2900 |
| Previous Close: | 2.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.26% | ||
|---|---|---|---|
| 1 Month | -7.66% | ||
| 3 Months | -23.92% | ||
| YTD | -37.43% | ||
| 1 Year | +4.57% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6400 | 2.1800 |
|---|---|---|
| 1M High / 1M Low: | 2.9100 | 2.1800 |
| 6M High / 6M Low: | 3.7100 | 1.9000 |
| High (YTD): | 2024-01-02 | 3.7400 |
| Low (YTD): | 2024-06-14 | 1.9000 |
| 52W High: | 2023-11-02 | 3.9600 |
| 52W Low: | 2024-06-14 | 1.9000 |
| Avg. price 1W: | 2.3640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4296 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7252 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9723 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 103.60% | |
| Volatility 6M: | 81.49% | |
| Volatility 1Y: | 73.72% | |
| Volatility 3Y: | - |
