UC WAR. CALL 12/24 ENI/ DE000HC7RGJ5 /
| 11/7/2024 3:46:33 PM | Chg.+0.0300 | Bid4:32:48 PM | Ask4:32:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | +4.62% | 0.6800 Bid Size: 60,000 |
0.6900 Ask Size: 60,000 |
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: | 20.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.50 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.17 |
| Parity: | 0.50 |
| Time value: | 0.18 |
| Break-even: | 14.18 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.04 |
| Spread %: | 6.25% |
| Delta: | 0.75 |
| Theta: | 0.00 |
| Omega: | 15.52 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.7100 |
| Low: | 0.6800 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.45% | ||
|---|---|---|---|
| 1 Month | -43.80% | ||
| 3 Months | -37.04% | ||
| YTD | -71.31% | ||
| 1 Year | -68.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7100 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 1.2100 | 0.6500 |
| 6M High / 6M Low: | 1.9400 | 0.6000 |
| High (YTD): | 1/2/2024 | 2.4500 |
| Low (YTD): | 9/26/2024 | 0.6000 |
| 52W High: | 1/2/2024 | 2.4500 |
| 52W Low: | 9/26/2024 | 0.6000 |
| Avg. price 1W: | 0.6820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8774 | |
| Avg. volume 1M: | 43.4783 | |
| Avg. price 6M: | 1.1132 | |
| Avg. volume 6M: | 7.5758 | |
| Avg. price 1Y: | 1.4757 | |
| Avg. volume 1Y: | 7.8125 | |
| Volatility 1M: | 174.30% | |
| Volatility 6M: | 162.07% | |
| Volatility 1Y: | 135.59% | |
| Volatility 3Y: | - |
