UC WAR. CALL 12/24 ENI/ DE000HC7JAL1 /
| 05/07/2024 15:45:34 | Chg.-0.0400 | Bid17:16:09 | Ask17:16:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | -5.06% | 0.7000 Bid Size: 90,000 |
0.7100 Ask Size: 90,000 |
ENI S.P.A. | 14.50 - | 18/12/2024 | Call |
Master data
| WKN: | HC7JAL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.50 - |
| Maturity: | 18/12/2024 |
| Issue date: | 21/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.85 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.17 |
| Parity: | 0.11 |
| Time value: | 0.71 |
| Break-even: | 15.32 |
| Moneyness: | 1.01 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 5.13% |
| Delta: | 0.61 |
| Theta: | 0.00 |
| Omega: | 10.81 |
| Rho: | 0.04 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8100 |
| Low: | 0.7500 |
| Previous Close: | 0.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.29% | ||
|---|---|---|---|
| 1 Month | +38.89% | ||
| 3 Months | -53.42% | ||
| YTD | -55.09% | ||
| 1 Year | -7.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.3800 |
| 6M High / 6M Low: | 1.7300 | 0.3800 |
| High (YTD): | 02/01/2024 | 1.7400 |
| Low (YTD): | 14/06/2024 | 0.3800 |
| 52W High: | 18/10/2023 | 2.0900 |
| 52W Low: | 14/06/2024 | 0.3800 |
| Avg. price 1W: | 0.7460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5736 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9859 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2025 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 147.78% | |
| Volatility 6M: | 143.19% | |
| Volatility 1Y: | 122.54% | |
| Volatility 3Y: | - |
