UC WAR. CALL 12/24 ENI/ DE000HC7RGJ5 /
| 2024-07-26 9:45:32 PM | Chg.+0.3400 | Bid9:59:33 PM | Ask9:59:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3300EUR | +34.34% | 1.3300 Bid Size: 8,000 |
1.3700 Ask Size: 8,000 |
ENI S.P.A. | 13.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC7RGJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-28 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 0.99 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.17 |
| Parity: | 0.99 |
| Time value: | 0.38 |
| Break-even: | 14.87 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 3.01% |
| Delta: | 0.80 |
| Theta: | 0.00 |
| Omega: | 8.42 |
| Rho: | 0.04 |
Quote data
| Open: | 1.1400 |
|---|---|
| High: | 1.3600 |
| Low: | 1.1400 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +34.34% | ||
|---|---|---|---|
| 1 Month | +7.26% | ||
| 3 Months | -36.06% | ||
| YTD | -43.88% | ||
| 1 Year | +0.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3300 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.4400 | 0.9400 |
| 6M High / 6M Low: | 2.4000 | 0.7700 |
| High (YTD): | 2024-01-02 | 2.4500 |
| Low (YTD): | 2024-06-14 | 0.7700 |
| 52W High: | 2023-11-02 | 2.7400 |
| 52W Low: | 2024-06-14 | 0.7700 |
| Avg. price 1W: | 1.0400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1555 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4921 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.7713 | |
| Avg. volume 1Y: | 3.9063 | |
| Volatility 1M: | 173.81% | |
| Volatility 6M: | 127.74% | |
| Volatility 1Y: | 108.87% | |
| Volatility 3Y: | - |
