UC WAR. CALL 08/24 ENI/ DE000HD6C2E3 /
| 2024-07-31 1:45:06 PM | Chg.+0.1900 | Bid3:22:01 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4000EUR | +15.70% | 1.3600 Bid Size: 45,000 |
- Ask Size: - |
ENI S.P.A. | 13.50 EUR | 2024-08-14 | Call |
Master data
| WKN: | HD6C2E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.50 EUR |
| Maturity: | 2024-08-14 |
| Issue date: | 2024-06-18 |
| Last trading day: | 2024-08-13 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.16 |
|---|---|
| Intrinsic value: | 1.14 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.17 |
| Parity: | 1.14 |
| Time value: | 0.10 |
| Break-even: | 14.74 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.04 |
| Spread %: | 3.33% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 10.20 |
| Rho: | 0.00 |
Quote data
| Open: | 1.2500 |
|---|---|
| High: | 1.4100 |
| Low: | 1.2500 |
| Previous Close: | 1.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +102.90% | ||
|---|---|---|---|
| 1 Month | +14.75% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 0.6400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9478 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 265.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
