UC WAR. CALL 12/24 ENI/ DE000HC7NUU2 /
| 2024-07-05 11:45:23 AM | Chg.-0.0100 | Bid12:34:43 PM | Ask12:34:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | -0.93% | 1.0500 Bid Size: 70,000 |
1.0600 Ask Size: 70,000 |
ENI S.P.A. | 14.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7NUU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.16 |
|---|---|
| Intrinsic value: | 0.61 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.17 |
| Parity: | 0.61 |
| Time value: | 0.50 |
| Break-even: | 15.11 |
| Moneyness: | 1.04 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 3.74% |
| Delta: | 0.73 |
| Theta: | 0.00 |
| Omega: | 9.58 |
| Rho: | 0.04 |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.1100 |
| Low: | 1.0700 |
| Previous Close: | 1.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.83% | ||
|---|---|---|---|
| 1 Month | +40.79% | ||
| 3 Months | -45.69% | ||
| YTD | -46.50% | ||
| 1 Year | +10.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.0800 | 0.5400 |
| 6M High / 6M Low: | 2.0600 | 0.5400 |
| High (YTD): | 2024-01-02 | 2.0700 |
| Low (YTD): | 2024-06-14 | 0.5400 |
| 52W High: | 2023-11-02 | 2.3900 |
| 52W Low: | 2024-06-14 | 0.5400 |
| Avg. price 1W: | 1.0240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8036 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2602 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4684 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 138.73% | |
| Volatility 6M: | 129.74% | |
| Volatility 1Y: | 111.76% | |
| Volatility 3Y: | - |
