UC WAR. CALL 12/24 ENI/ DE000HC7JAL1 /
2024-08-30 9:46:37 PM | Chg.-0.0200 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6300EUR | -3.08% | 0.6300 Bid Size: 12,000 |
0.6700 Ask Size: 12,000 |
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: | 21.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.73 |
---|---|
Intrinsic value: | 0.17 |
Implied volatility: | 0.15 |
Historic volatility: | 0.17 |
Parity: | 0.17 |
Time value: | 0.50 |
Break-even: | 15.17 |
Moneyness: | 1.01 |
Premium: | 0.03 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.04 |
Spread %: | 6.35% |
Delta: | 0.62 |
Theta: | 0.00 |
Omega: | 13.62 |
Rho: | 0.03 |
Quote data
Open: | 0.7100 |
---|---|
High: | 0.7300 |
Low: | 0.6300 |
Previous Close: | 0.6500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.28% | ||
---|---|---|---|
1 Month | -22.22% | ||
3 Months | -25.00% | ||
YTD | -62.28% | ||
1 Year | -44.74% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7000 | 0.6200 |
---|---|---|
1M High / 1M Low: | 0.8100 | 0.4400 |
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: | 0.6500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5978 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8383 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.1462 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 177.50% | |
Volatility 6M: | 164.25% | |
Volatility 1Y: | 140.84% | |
Volatility 3Y: | - |