UC WAR. CALL 12/24 ENI/ DE000HC7NUU2 /
| 8/30/2024 9:47:14 PM | Chg.-0.0300 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | -3.09% | 0.9400 Bid Size: 8,000 |
0.9800 Ask Size: 8,000 |
ENI S.P.A. | 14.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7NUU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/26/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | 0.08 |
| Historic volatility: | 0.17 |
| Parity: | 0.81 |
| Time value: | 0.16 |
| Break-even: | 14.97 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 4.30% |
| Delta: | 0.95 |
| Theta: | 0.00 |
| Omega: | 14.49 |
| Rho: | 0.04 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.0700 |
| Low: | 0.9300 |
| Previous Close: | 0.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.44% | ||
|---|---|---|---|
| 1 Month | -9.62% | ||
| 3 Months | -7.84% | ||
| YTD | -53.00% | ||
| 1 Year | -33.80% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.1300 | 0.6500 |
| 6M High / 6M Low: | 2.0100 | 0.5400 |
| High (YTD): | 1/2/2024 | 2.0700 |
| Low (YTD): | 6/14/2024 | 0.5400 |
| 52W High: | 11/2/2023 | 2.3900 |
| 52W Low: | 6/14/2024 | 0.5400 |
| Avg. price 1W: | 0.9560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1137 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4250 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 158.60% | |
| Volatility 6M: | 146.70% | |
| Volatility 1Y: | 126.88% | |
| Volatility 3Y: | - |
