UC WAR. CALL 06/25 ENI/ DE000HC7JAM9 /
| 8/16/2024 11:46:49 AM | Chg.+0.0300 | Bid11:51:26 AM | Ask11:51:26 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5900EUR | +1.17% | 2.5900 Bid Size: 50,000 |
2.6000 Ask Size: 50,000 |
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: | 5.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.77 |
|---|---|
| Intrinsic value: | 2.33 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.17 |
| Parity: | 2.33 |
| Time value: | 0.43 |
| Break-even: | 14.76 |
| Moneyness: | 1.19 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.29 |
| Spread %: | 11.74% |
| Delta: | 0.93 |
| Theta: | 0.00 |
| Omega: | 4.80 |
| Rho: | 0.09 |
Quote data
| Open: | 2.6200 |
|---|---|
| High: | 2.6200 |
| Low: | 2.5900 |
| Previous Close: | 2.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.86% | ||
|---|---|---|---|
| 1 Month | +15.63% | ||
| 3 Months | -10.38% | ||
| YTD | -29.24% | ||
| 1 Year | +9.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6200 | 2.4700 |
|---|---|---|
| 1M High / 1M Low: | 2.9100 | 2.1800 |
| 6M High / 6M Low: | 3.7100 | 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: | 6/14/2024 | 1.9000 |
| Avg. price 1W: | 2.5280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4543 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7205 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.9752 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 101.72% | |
| Volatility 6M: | 78.97% | |
| Volatility 1Y: | 73.29% | |
| Volatility 3Y: | - |
