UC WAR. CALL 12/24 ENI/ DE000HC84267 /
30/08/2024 21:45:13 | Chg.-0.0100 | Bid21:59:12 | Ask21:59:12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3400EUR | -2.86% | 0.3300 Bid Size: 15,000 |
0.3700 Ask Size: 15,000 |
ENI S.P.A. | 15.20 - | 18/12/2024 | Call |
Master data
WKN: | HC8426 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENI S.P.A. |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.20 - |
Maturity: | 18/12/2024 |
Issue date: | 19/07/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 39.66 |
Leverage: | Yes |
Calculated values
Fair value: | 0.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.16 |
Historic volatility: | 0.17 |
Parity: | -0.53 |
Time value: | 0.37 |
Break-even: | 15.57 |
Moneyness: | 0.97 |
Premium: | 0.06 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.04 |
Spread %: | 12.12% |
Delta: | 0.41 |
Theta: | 0.00 |
Omega: | 16.26 |
Rho: | 0.02 |
Quote data
Open: | 0.3600 |
---|---|
High: | 0.4000 |
Low: | 0.3400 |
Previous Close: | 0.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.03% | ||
---|---|---|---|
1 Month | -12.82% | ||
3 Months | -35.85% | ||
YTD | -73.23% | ||
1 Year | -65.31% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3900 | 0.3300 |
---|---|---|
1M High / 1M Low: | 0.3900 | 0.2500 |
6M High / 6M Low: | 1.2300 | 0.2200 |
High (YTD): | 05/01/2024 | 1.3300 |
Low (YTD): | 16/07/2024 | 0.2200 |
52W High: | 18/10/2023 | 1.7000 |
52W Low: | 16/07/2024 | 0.2200 |
Avg. price 1W: | 0.3520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3318 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5475 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.8316 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 196.78% | |
Volatility 6M: | 186.47% | |
Volatility 1Y: | 157.42% | |
Volatility 3Y: | - |