UC WAR. CALL 12/24 ENI/ DE000HC7JAL1 /
2024-11-07 3:45:33 PM | Chg.+0.0200 | Bid5:38:05 PM | Ask5:38:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1700EUR | +13.33% | 0.1600 Bid Size: 35,000 |
0.1800 Ask Size: 35,000 |
ENI S.P.A. | 14.50 - | 2024-12-18 | Call |
Master data
WKN: | HC7JAL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.50 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-21 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 77.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.17 |
Parity: | -0.50 |
Time value: | 0.18 |
Break-even: | 14.68 |
Moneyness: | 0.97 |
Premium: | 0.05 |
Premium p.a.: | 0.52 |
Spread abs.: | 0.04 |
Spread %: | 28.57% |
Delta: | 0.32 |
Theta: | 0.00 |
Omega: | 25.05 |
Rho: | 0.00 |
Quote data
Open: | 0.1600 |
---|---|
High: | 0.1700 |
Low: | 0.1600 |
Previous Close: | 0.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.00% | ||
---|---|---|---|
1 Month | -70.69% | ||
3 Months | -67.92% | ||
YTD | -89.82% | ||
1 Year | -89.31% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2000 | 0.1500 |
---|---|---|
1M High / 1M Low: | 0.5800 | 0.1500 |
6M High / 6M Low: | 1.2300 | 0.1500 |
High (YTD): | 2024-01-02 | 1.7400 |
Low (YTD): | 2024-11-06 | 0.1500 |
52W High: | 2024-01-02 | 1.7400 |
52W Low: | 2024-11-06 | 0.1500 |
Avg. price 1W: | 0.1880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3313 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5480 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.8852 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 239.09% | |
Volatility 6M: | 213.55% | |
Volatility 1Y: | 175.43% | |
Volatility 3Y: | - |