UC WAR. CALL 12/24 ENI/ DE000HC7JAL1 /
| 2024-10-04 9:45:06 PM | Chg.+0.0700 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | +15.56% | 0.4300 Bid Size: 14,000 |
0.6000 Ask Size: 14,000 |
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: | 23.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | -0.18 |
| Time value: | 0.60 |
| Break-even: | 15.10 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.17 |
| Spread %: | 39.53% |
| Delta: | 0.50 |
| Theta: | 0.00 |
| Omega: | 12.00 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.5200 |
| Low: | 0.4500 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +136.36% | ||
|---|---|---|---|
| 1 Month | +62.50% | ||
| 3 Months | -26.76% | ||
| YTD | -68.86% | ||
| 1 Year | -65.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.2100 |
| 6M High / 6M Low: | 1.6600 | 0.2100 |
| High (YTD): | 2024-01-02 | 1.7400 |
| Low (YTD): | 2024-09-26 | 0.2100 |
| 52W High: | 2023-10-18 | 2.0900 |
| 52W Low: | 2024-09-26 | 0.2100 |
| Avg. price 1W: | 0.3860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3248 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7179 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0231 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 287.82% | |
| Volatility 6M: | 194.78% | |
| Volatility 1Y: | 162.36% | |
| Volatility 3Y: | - |
