UC WAR. CALL 06/25 ENI/ DE000HC7JAM9 /
| 2024-10-04 9:47:01 PM | Chg.+0.1400 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4900EUR | +5.96% | 2.4100 Bid Size: 6,000 |
2.5800 Ask Size: 6,000 |
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: | 5.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.67 |
|---|---|
| Intrinsic value: | 2.32 |
| Implied volatility: | - |
| Historic volatility: | 0.18 |
| Parity: | 2.32 |
| Time value: | 0.26 |
| Break-even: | 14.58 |
| Moneyness: | 1.19 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.17 |
| Spread %: | 7.05% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.3800 |
|---|---|
| High: | 2.5100 |
| Low: | 2.3800 |
| Previous Close: | 2.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.35% | ||
|---|---|---|---|
| 1 Month | +10.18% | ||
| 3 Months | -6.39% | ||
| YTD | -31.97% | ||
| 1 Year | -15.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4900 | 1.9400 |
|---|---|---|
| 1M High / 1M Low: | 2.4900 | 1.8500 |
| 6M High / 6M Low: | 3.7100 | 1.8500 |
| High (YTD): | 2024-01-02 | 3.7400 |
| Low (YTD): | 2024-09-11 | 1.8500 |
| 52W High: | 2023-11-02 | 3.9600 |
| 52W Low: | 2024-09-11 | 1.8500 |
| Avg. price 1W: | 2.2500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1623 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6322 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.8762 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 107.86% | |
| Volatility 6M: | 84.64% | |
| Volatility 1Y: | 78.10% | |
| Volatility 3Y: | - |
