UC WAR. CALL 12/24 ENI/ DE000HC84267 /
| 2024-07-26 9:45:47 PM | Chg.+0.1400 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | +50.00% | 0.4000 Bid Size: 15,000 |
0.4400 Ask Size: 15,000 |
ENI S.P.A. | 15.20 - | 2024-12-18 | Call |
Master data
| WKN: | HC8426 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENI S.P.A. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.20 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.17 |
| Parity: | -0.71 |
| Time value: | 0.44 |
| Break-even: | 15.64 |
| Moneyness: | 0.95 |
| Premium: | 0.08 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.04 |
| Spread %: | 10.00% |
| Delta: | 0.40 |
| Theta: | 0.00 |
| Omega: | 13.28 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3900 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +61.54% | ||
|---|---|---|---|
| 1 Month | +5.00% | ||
| 3 Months | -57.14% | ||
| YTD | -66.93% | ||
| 1 Year | -40.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4200 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.2200 |
| 6M High / 6M Low: | 1.2300 | 0.2200 |
| High (YTD): | 2024-01-05 | 1.3300 |
| Low (YTD): | 2024-07-16 | 0.2200 |
| 52W High: | 2023-10-18 | 1.7000 |
| 52W Low: | 2024-07-16 | 0.2200 |
| Avg. price 1W: | 0.2980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3455 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6035 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8727 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 261.78% | |
| Volatility 6M: | 179.62% | |
| Volatility 1Y: | 148.92% | |
| Volatility 3Y: | - |
