UC WAR. CALL 12/24 ENI/ DE000HC7JAL1 /
| 2024-07-26 9:46:38 AM | Chg.+0.1700 | Bid10:02:42 AM | Ask10:02:42 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | +35.42% | 0.6500 Bid Size: 90,000 |
0.6600 Ask Size: 90,000 |
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: | 26.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.17 |
| Parity: | -0.48 |
| Time value: | 0.53 |
| Break-even: | 15.03 |
| Moneyness: | 0.97 |
| Premium: | 0.07 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.10 |
| Spread %: | 23.26% |
| Delta: | 0.46 |
| Theta: | 0.00 |
| Omega: | 12.09 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.6500 |
| Low: | 0.5800 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +38.30% | ||
|---|---|---|---|
| 1 Month | +4.84% | ||
| 3 Months | -52.55% | ||
| YTD | -61.08% | ||
| 1 Year | -25.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.4200 |
| 6M High / 6M Low: | 1.6600 | 0.3800 |
| High (YTD): | 2024-01-02 | 1.7400 |
| Low (YTD): | 2024-06-14 | 0.3800 |
| 52W High: | 2023-10-18 | 2.0900 |
| 52W Low: | 2024-06-14 | 0.3800 |
| Avg. price 1W: | 0.4660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5827 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9020 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1852 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 164.37% | |
| Volatility 6M: | 147.09% | |
| Volatility 1Y: | 126.42% | |
| Volatility 3Y: | - |
