UC WAR. CALL 12/24 ENI/ DE000HC82JX7 /
09/10/2024 21:46:19 | Chg.-0.0100 | Bid21:59:48 | Ask21:59:48 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | -5.88% | 0.1500 Bid Size: 15,000 |
0.1900 Ask Size: 15,000 |
ENI S.P.A. | 15.50 - | 18/12/2024 | Call |
Master data
WKN: | HC82JX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.50 - |
Maturity: | 18/12/2024 |
Issue date: | 17/07/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 74.71 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.18 |
Parity: | -1.31 |
Time value: | 0.19 |
Break-even: | 15.69 |
Moneyness: | 0.92 |
Premium: | 0.11 |
Premium p.a.: | 0.69 |
Spread abs.: | 0.04 |
Spread %: | 26.67% |
Delta: | 0.23 |
Theta: | 0.00 |
Omega: | 17.32 |
Rho: | 0.01 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1600 |
Low: | 0.1100 |
Previous Close: | 0.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.11% | ||
---|---|---|---|
1 Month | +33.33% | ||
3 Months | -36.00% | ||
YTD | -85.71% | ||
1 Year | -86.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2400 | 0.1700 |
---|---|---|
1M High / 1M Low: | 0.2400 | 0.0680 |
6M High / 6M Low: | 1.0700 | 0.0680 |
High (YTD): | 02/01/2024 | 1.1800 |
Low (YTD): | 26/09/2024 | 0.0680 |
52W High: | 18/10/2023 | 1.5500 |
52W Low: | 26/09/2024 | 0.0680 |
Avg. price 1W: | 0.1960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1273 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3645 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.6194 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 354.38% | |
Volatility 6M: | 227.90% | |
Volatility 1Y: | 189.05% | |
Volatility 3Y: | - |