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: | - |
