UC WAR. CALL 06/25 ENI/ DE000HC7JAM9 /
| 6/28/2024 9:47:09 PM | Chg.+0.0400 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5800EUR | +1.57% | 2.5600 Bid Size: 6,000 |
2.6000 Ask Size: 6,000 |
ENI S.P.A. | 12.00 - | 6/18/2025 | Call |
Master data
| WKN: | HC7JAM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/21/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.88 |
|---|---|
| Intrinsic value: | 2.35 |
| Implied volatility: | - |
| Historic volatility: | 0.17 |
| Parity: | 2.35 |
| Time value: | 0.25 |
| Break-even: | 14.60 |
| Moneyness: | 1.20 |
| Premium: | 0.02 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.04 |
| Spread %: | 1.56% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.6000 |
|---|---|
| High: | 2.6400 |
| Low: | 2.5800 |
| Previous Close: | 2.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.81% | ||
|---|---|---|---|
| 1 Month | -5.49% | ||
| 3 Months | -8.19% | ||
| YTD | -29.51% | ||
| 1 Year | +45.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5800 | 2.4000 |
|---|---|---|
| 1M High / 1M Low: | 2.8000 | 1.9000 |
| 6M High / 6M Low: | 3.7400 | 1.9000 |
| High (YTD): | 1/2/2024 | 3.7400 |
| Low (YTD): | 6/14/2024 | 1.9000 |
| 52W High: | 11/2/2023 | 3.9600 |
| 52W Low: | 6/29/2023 | 1.7700 |
| Avg. price 1W: | 2.4960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3613 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8568 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9319 | |
| Avg. volume 1Y: | 17.3828 | |
| Volatility 1M: | 90.37% | |
| Volatility 6M: | 75.69% | |
| Volatility 1Y: | 71.68% | |
| Volatility 3Y: | - |
