UC WAR. CALL 12/24 ENI/ DE000HC84267 /
10/16/2024 11:45:42 AM | Chg.+0.0200 | Bid12:36:47 PM | Ask12:36:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1700EUR | +13.33% | 0.1600 Bid Size: 100,000 |
0.1700 Ask Size: 100,000 |
ENI S.P.A. | 15.20 - | 12/18/2024 | Call |
Master data
WKN: | HC8426 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.20 - |
Maturity: | 12/18/2024 |
Issue date: | 7/19/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 77.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.18 |
Parity: | -1.24 |
Time value: | 0.18 |
Break-even: | 15.38 |
Moneyness: | 0.92 |
Premium: | 0.10 |
Premium p.a.: | 0.75 |
Spread abs.: | 0.04 |
Spread %: | 28.57% |
Delta: | 0.23 |
Theta: | 0.00 |
Omega: | 17.91 |
Rho: | 0.01 |
Quote data
Open: | 0.1500 |
---|---|
High: | 0.1700 |
Low: | 0.1500 |
Previous Close: | 0.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.05% | ||
---|---|---|---|
1 Month | +13.33% | ||
3 Months | -22.73% | ||
YTD | -86.61% | ||
1 Year | -89.57% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2400 | 0.1500 |
---|---|---|
1M High / 1M Low: | 0.3200 | 0.1000 |
6M High / 6M Low: | 1.1400 | 0.1000 |
High (YTD): | 1/5/2024 | 1.3300 |
Low (YTD): | 9/27/2024 | 0.1000 |
52W High: | 10/18/2023 | 1.7000 |
52W Low: | 9/27/2024 | 0.1000 |
Avg. price 1W: | 0.2140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1886 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4105 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.6948 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 349.89% | |
Volatility 6M: | 226.93% | |
Volatility 1Y: | 187.00% | |
Volatility 3Y: | - |