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: | - |