UC WAR. CALL 12/24 ENI/ DE000HC7NUU2 /
| 7/26/2024 9:46:01 PM | Chg.+0.2800 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9800EUR | +40.00% | 0.9700 Bid Size: 10,000 |
1.0100 Ask Size: 10,000 |
ENI S.P.A. | 14.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7NUU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/26/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.01 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.17 |
| Parity: | 0.49 |
| Time value: | 0.52 |
| Break-even: | 15.01 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 4.12% |
| Delta: | 0.69 |
| Theta: | 0.00 |
| Omega: | 9.94 |
| Rho: | 0.04 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 1.0000 |
| Low: | 0.9000 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +42.03% | ||
|---|---|---|---|
| 1 Month | +4.26% | ||
| 3 Months | -42.35% | ||
| YTD | -51.00% | ||
| 1 Year | -8.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9800 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 1.0800 | 0.6400 |
| 6M High / 6M Low: | 2.0100 | 0.5400 |
| High (YTD): | 1/2/2024 | 2.0700 |
| Low (YTD): | 6/14/2024 | 0.5400 |
| 52W High: | 11/2/2023 | 2.3900 |
| 52W Low: | 6/14/2024 | 0.5400 |
| Avg. price 1W: | 0.7400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8310 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1676 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4558 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 205.54% | |
| Volatility 6M: | 143.42% | |
| Volatility 1Y: | 121.32% | |
| Volatility 3Y: | - |
