UC WAR. CALL 12/24 ENI/ DE000HC7NUU2 /
| 2024-07-05 9:46:30 PM | Chg.-0.0900 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | -8.33% | 0.9600 Bid Size: 10,000 |
1.0000 Ask Size: 10,000 |
ENI S.P.A. | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7NUU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.45 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.17 |
| Parity: | 0.45 |
| Time value: | 0.55 |
| Break-even: | 15.00 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 4.17% |
| Delta: | 0.69 |
| Theta: | 0.00 |
| Omega: | 10.03 |
| Rho: | 0.04 |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.1100 |
| Low: | 0.9900 |
| Previous Close: | 1.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.32% | ||
|---|---|---|---|
| 1 Month | +26.92% | ||
| 3 Months | -49.75% | ||
| YTD | -50.50% | ||
| 1 Year | +16.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 0.9900 |
|---|---|---|
| 1M High / 1M Low: | 1.0800 | 0.5400 |
| 6M High / 6M Low: | 2.0100 | 0.5400 |
| High (YTD): | 2024-01-02 | 2.0700 |
| Low (YTD): | 2024-06-14 | 0.5400 |
| 52W High: | 2023-11-02 | 2.3900 |
| 52W Low: | 2024-06-14 | 0.5400 |
| Avg. price 1W: | 1.0340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8141 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2517 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4685 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 143.25% | |
| Volatility 6M: | 128.88% | |
| Volatility 1Y: | 111.39% | |
| Volatility 3Y: | - |
