UC WAR. CALL 12/24 ENI/ DE000HC7RGJ5 /
| 10/4/2024 9:46:13 PM | Chg.+0.1100 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | +11.00% | 1.0100 Bid Size: 8,000 |
1.1800 Ask Size: 8,000 |
ENI S.P.A. | 13.50 - | 12/18/2024 | Call |
Master data
| WKN: | HC7RGJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.50 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/28/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.82 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | 0.82 |
| Time value: | 0.37 |
| Break-even: | 14.69 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.17 |
| Spread %: | 16.67% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 8.87 |
| Rho: | 0.02 |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.1200 |
| Low: | 1.0100 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +76.19% | ||
|---|---|---|---|
| 1 Month | +42.31% | ||
| 3 Months | -16.54% | ||
| YTD | -53.16% | ||
| 1 Year | -46.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1100 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.6000 |
| 6M High / 6M Low: | 2.4000 | 0.6000 |
| High (YTD): | 1/2/2024 | 2.4500 |
| Low (YTD): | 9/26/2024 | 0.6000 |
| 52W High: | 11/2/2023 | 2.7400 |
| 52W Low: | 9/26/2024 | 0.6000 |
| Avg. price 1W: | 0.9020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8171 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3071 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.6203 | |
| Avg. volume 1Y: | 3.9216 | |
| Volatility 1M: | 212.19% | |
| Volatility 6M: | 150.50% | |
| Volatility 1Y: | 127.78% | |
| Volatility 3Y: | - |
