UC WAR. CALL 12/24 ENI/ DE000HC84267 /
| 15/10/2024 21:46:22 | Chg.-0.0900 | Bid21:59:08 | Ask21:59:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | -37.50% | 0.1400 Bid Size: 15,000 |
0.1800 Ask Size: 15,000 |
ENI S.P.A. | 15.20 - | 18/12/2024 | Call |
Master data
| WKN: | HC8426 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.20 - |
| Maturity: | 18/12/2024 |
| Issue date: | 19/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 55.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.17 |
| Parity: | -0.85 |
| Time value: | 0.26 |
| Break-even: | 15.46 |
| Moneyness: | 0.94 |
| Premium: | 0.08 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.04 |
| Spread %: | 18.18% |
| Delta: | 0.31 |
| Theta: | 0.00 |
| Omega: | 17.16 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1800 |
| Low: | 0.1300 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.78% | ||
|---|---|---|---|
| 1 Month | +7.14% | ||
| 3 Months | -50.00% | ||
| YTD | -88.19% | ||
| 1 Year | -90.91% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.1000 |
| 6M High / 6M Low: | 1.1400 | 0.1000 |
| High (YTD): | 05/01/2024 | 1.3300 |
| Low (YTD): | 27/09/2024 | 0.1000 |
| 52W High: | 18/10/2023 | 1.7000 |
| 52W Low: | 27/09/2024 | 0.1000 |
| Avg. price 1W: | 0.2300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1905 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4181 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6970 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 327.14% | |
| Volatility 6M: | 221.68% | |
| Volatility 1Y: | 183.73% | |
| Volatility 3Y: | - |
